+303.0%
PBF vs NWSA
+102.5%
+200.5%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.7% | -2.2% | -1.3% |
| 7D | +6.5% | +2.2% | +4.3% | +4.9% |
| 30D | -20.0% | -8.8% | -11.2% | -15.7% |
| 3M | -3.3% | -6.5% | +3.2% | -0.6% |
| 6M | +76.8% | +1.5% | +75.3% | +68.8% |
| YTD | +168.9% | +4.0% | +164.9% | +146.6% |
| 1Y | +96.4% | +3.4% | +92.9% | +80.6% |
| 3Y | +77.2% | +34.8% | +42.4% | +29.8% |
| 5Y | +417.7% | +18.4% | +399.4% | +289.3% |
| 10Y | +264.7% | +149.2% | +115.6% | +43.8% |
| All | +303.0% | +102.5% | +200.5% | +74.5% |
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 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