+311.2%
PBF vs WAB
+631.6%
-320.4%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.2% | +3.0% | +2.6% |
| 7D | +3.8% | +7.9% | -4.1% | -1.8% |
| 30D | -22.2% | +4.9% | -27.1% | -25.1% |
| 3M | +1.3% | +1.8% | -0.5% | -0.7% |
| 6M | +69.0% | +12.0% | +57.0% | +51.1% |
| YTD | +166.5% | +41.3% | +125.2% | +93.9% |
| 1Y | +88.1% | +43.8% | +44.2% | +34.6% |
| 3Y | +77.9% | +171.1% | -93.1% | -24.0% |
| 5Y | +413.0% | +217.7% | +195.3% | +87.0% |
| 10Y | +261.4% | +272.3% | -10.9% | +7.5% |
| All | +311.2% | +631.6% | -320.4% | -14.5% |
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 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