+161.8%
PBF vs WAB
+47.7%
+114.1%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.4% | +1.1% | -0.7% |
| 7D | +1.4% | +0.2% | +1.1% | +1.4% |
| 30D | +15.8% | -4.6% | +20.4% | +14.6% |
| 3M | +90.3% | +5.6% | +84.6% | +93.4% |
| 6M | +102.8% | +13.8% | +89.0% | +106.1% |
| YTD | +187.3% | +31.9% | +155.5% | +166.6% |
| 1Y | +161.8% | +48.3% | +113.6% | +126.5% |
| All | +161.8% | +47.7% | +114.1% | +126.5% |
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