+415.4%
PBF vs TW
+41.5%
+374.0%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.8% | +1.4% | +2.2% |
| 7D | +4.3% | +3.2% | +1.1% | +4.2% |
| 30D | -21.8% | +19.7% | -41.5% | -22.1% |
| 3M | +1.7% | +26.8% | -25.1% | +1.1% |
| 6M | +69.8% | +20.9% | +48.9% | +69.3% |
| YTD | +167.7% | +22.9% | +144.9% | +165.9% |
| 1Y | +89.0% | +20.4% | +68.6% | +88.1% |
| 3Y | +78.8% | +42.9% | +35.9% | +75.0% |
| 5Y | +415.4% | +40.2% | +375.2% | +375.9% |
| All | +415.4% | +41.5% | +374.0% | +375.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling