+111.0%
PBF vs WAB
+46.5%
+64.5%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +1.1% | -7.8% | -6.3% |
| 7D | -0.9% | +4.5% | -5.4% | +0.5% |
| 30D | -13.7% | +1.1% | -14.8% | -13.4% |
| 3M | +10.6% | -1.3% | +11.9% | +9.9% |
| 6M | +61.2% | +12.7% | +48.4% | +69.8% |
| YTD | +172.7% | +38.7% | +134.1% | +167.5% |
| 1Y | +111.0% | +44.9% | +66.1% | +103.0% |
| All | +111.0% | +46.5% | +64.5% | +103.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 1y: compounded portfolio wealth divided by compounded WAB 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…
1y analysis · Full analysis span regression · 6 months rolling