+413.0%
PBF vs NWSA
+15.3%
+397.7%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.1% | +3.9% | +2.4% |
| 7D | +3.8% | -0.8% | +4.6% | +4.0% |
| 30D | -22.2% | -11.3% | -10.8% | -19.6% |
| 3M | +1.3% | -8.1% | +9.3% | +3.2% |
| 6M | +69.0% | -0.7% | +69.7% | +66.8% |
| YTD | +166.5% | +1.3% | +165.2% | +159.0% |
| 1Y | +88.1% | -1.3% | +89.4% | +84.8% |
| 3Y | +77.9% | +28.4% | +49.6% | +58.4% |
| 5Y | +413.0% | +15.3% | +397.7% | +421.5% |
| All | +413.0% | +15.3% | +397.7% | +421.5% |
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