+80.7%
PBF vs WAT
+85.3%
-4.6%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +4.2% | -0.8% | +2.5% |
| 7D | -7.4% | +6.0% | -13.4% | -8.5% |
| 30D | -17.5% | +9.9% | -27.4% | -19.2% |
| 3M | +13.1% | +17.2% | -4.0% | +8.9% |
| 6M | +72.6% | +34.2% | +38.4% | +60.0% |
| YTD | +161.2% | +25.5% | +135.7% | +146.2% |
| 1Y | +93.3% | +28.3% | +65.1% | +80.8% |
| 3Y | +80.7% | +88.4% | -7.7% | +53.8% |
| All | +80.7% | +85.3% | -4.6% | +53.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling