+318.3%
PBF vs NWSA
+127.4%
+190.9%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.8% | +0.5% | -0.1% |
| 7D | +4.3% | -1.9% | +6.2% | +5.6% |
| 30D | +22.0% | +4.6% | +17.4% | +17.9% |
| 3M | +74.5% | +13.2% | +61.3% | +57.7% |
| 6M | +67.7% | +27.0% | +40.7% | +37.5% |
| YTD | +179.2% | +16.8% | +162.3% | +140.1% |
| 1Y | +170.0% | +4.5% | +165.5% | +149.9% |
| 3Y | +66.4% | +46.2% | +20.2% | +16.7% |
| 5Y | +764.5% | +40.9% | +723.6% | +481.1% |
| 10Y | +358.5% | +145.1% | +213.4% | +81.9% |
| All | +318.3% | +127.4% | +190.9% | +70.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling