+249.4%
PBF vs WAT
+223.8%
+25.5%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.8% | +4.1% | +3.0% |
| 7D | +4.3% | +2.0% | +2.3% | +3.4% |
| 30D | -21.8% | +7.7% | -29.5% | -24.4% |
| 3M | +1.7% | +11.1% | -9.3% | -3.4% |
| 6M | +69.8% | +31.2% | +38.6% | +48.6% |
| YTD | +167.7% | +21.7% | +146.0% | +136.9% |
| 1Y | +89.0% | +19.3% | +69.6% | +68.7% |
| 3Y | +78.8% | +80.6% | -1.8% | +22.3% |
| 5Y | +415.4% | +29.5% | +385.9% | +302.7% |
| All | +249.4% | +223.8% | +25.5% | +48.6% |
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 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