+69.8%
PBF vs WAT
+26.7%
+43.1%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -0.2% | -5.0% | -5.3% |
| 7D | -15.3% | +3.4% | -18.7% | -15.0% |
| 30D | -21.8% | +9.6% | -31.4% | -20.8% |
| 3M | -0.2% | +15.5% | -15.7% | +1.6% |
| 6M | +63.6% | +33.9% | +29.7% | +69.2% |
| YTD | +147.5% | +25.2% | +122.3% | +165.0% |
| 1Y | +69.8% | +26.3% | +43.6% | +82.4% |
| All | +69.8% | +26.7% | +43.1% | +82.4% |
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