+180.2%
PBF vs TW
+221.1%
-40.9%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.8% | -2.1% | -1.5% |
| 7D | +4.3% | -2.3% | +6.6% | +4.8% |
| 30D | +22.0% | +3.9% | +18.1% | +20.8% |
| 3M | +74.5% | +5.7% | +68.8% | +70.5% |
| 6M | +67.7% | -14.5% | +82.2% | +73.0% |
| YTD | +179.2% | -0.9% | +180.0% | +174.9% |
| 1Y | +170.0% | -13.5% | +183.5% | +176.5% |
| 3Y | +66.4% | +25.0% | +41.4% | +47.9% |
| 5Y | +764.5% | +22.7% | +741.8% | +651.9% |
| All | +180.2% | +221.1% | -40.9% | +62.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling