+170.0%
PBF vs WAT
+41.4%
+128.6%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.0% | -0.3% | -1.4% |
| 7D | +4.3% | -1.3% | +5.6% | +4.2% |
| 30D | +22.0% | +2.3% | +19.6% | +22.2% |
| 3M | +74.5% | +8.7% | +65.8% | +75.6% |
| 6M | +67.7% | +28.3% | +39.4% | +69.7% |
| YTD | +179.2% | +7.8% | +171.4% | +191.9% |
| 1Y | +170.0% | +36.6% | +133.4% | +174.6% |
| All | +170.0% | +41.4% | +128.6% | +174.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 WAT 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