+330.8%
PBF vs WAB
+588.6%
-257.8%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.7% | -2.0% | -1.8% |
| 7D | +4.3% | -3.2% | +7.5% | +6.6% |
| 30D | +22.0% | -4.4% | +26.4% | +25.9% |
| 3M | +74.5% | +7.9% | +66.6% | +61.5% |
| 6M | +67.7% | +8.7% | +59.0% | +49.7% |
| YTD | +179.2% | +33.0% | +146.2% | +113.4% |
| 1Y | +170.0% | +46.7% | +123.3% | +90.4% |
| 3Y | +66.4% | +153.0% | -86.6% | -25.4% |
| 5Y | +764.5% | +222.3% | +542.2% | +212.8% |
| 10Y | +358.5% | +291.0% | +67.5% | +34.4% |
| All | +330.8% | +588.6% | -257.8% | -5.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling