+801.9%
PBF vs NWSA
+40.1%
+761.8%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | 0.0% | -0.2% |
| 7D | +1.4% | -3.1% | +4.4% | +2.4% |
| 30D | +15.8% | +4.3% | +11.6% | +14.1% |
| 3M | +90.3% | +9.2% | +81.0% | +83.4% |
| 6M | +102.8% | +21.6% | +81.2% | +86.4% |
| YTD | +187.3% | +14.2% | +173.1% | +169.2% |
| 1Y | +161.8% | +1.8% | +160.1% | +157.2% |
| 3Y | +55.5% | +44.4% | +11.0% | +31.5% |
| 5Y | +801.9% | +41.0% | +761.0% | +682.2% |
| All | +801.9% | +40.1% | +761.8% | +682.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded NWSA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling