+362.2%
PBF vs WAT
+156.2%
+206.0%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.5% |
| 7D | +1.4% | -1.8% | +3.2% | +2.1% |
| 30D | +15.8% | -1.7% | +17.5% | +16.5% |
| 3M | +90.3% | +9.1% | +81.2% | +81.9% |
| 6M | +102.8% | +32.4% | +70.4% | +73.8% |
| YTD | +187.3% | +6.6% | +180.8% | +170.6% |
| 1Y | +161.8% | +34.7% | +127.1% | +119.1% |
| 3Y | +55.5% | +53.6% | +1.9% | +15.1% |
| 5Y | +801.9% | -4.1% | +806.0% | +744.3% |
| 10Y | +362.2% | +167.9% | +194.4% | +103.8% |
| All | +362.2% | +156.2% | +206.0% | +103.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling