+169.9%
PBF vs TW
+301.3%
-131.4%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.4% | +0.3% |
| 7D | +6.5% | +3.9% | +2.5% | +5.6% |
| 30D | -20.0% | +19.9% | -39.9% | -23.1% |
| 3M | -3.3% | +25.9% | -29.3% | -8.3% |
| 6M | +76.8% | +21.1% | +55.7% | +68.1% |
| YTD | +168.9% | +23.9% | +145.0% | +151.8% |
| 1Y | +96.4% | +21.2% | +75.1% | +85.1% |
| 3Y | +77.2% | +44.8% | +32.4% | +53.9% |
| 5Y | +417.7% | +41.4% | +376.3% | +346.0% |
| All | +169.9% | +301.3% | -131.4% | +48.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 10y: compounded portfolio wealth divided by compounded TW 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…
10y analysis · Full analysis span regression · 6 months rolling