+299.3%
PBF vs NWSA
+97.3%
+202.1%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.1% | +3.9% | +3.2% |
| 7D | +3.8% | -0.8% | +4.6% | +4.3% |
| 30D | -22.2% | -11.3% | -10.8% | -16.4% |
| 3M | +1.3% | -8.1% | +9.3% | +5.4% |
| 6M | +69.0% | -0.7% | +69.7% | +63.7% |
| YTD | +166.5% | +1.3% | +165.2% | +148.8% |
| 1Y | +88.1% | -1.3% | +89.4% | +78.9% |
| 3Y | +77.9% | +28.4% | +49.6% | +35.0% |
| 5Y | +413.0% | +15.3% | +397.7% | +292.8% |
| 10Y | +261.4% | +142.7% | +118.7% | +45.1% |
| All | +299.3% | +97.3% | +202.1% | +76.1% |
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