+56.0%
PBF vs WAT
+49.0%
+7.0%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -1.6% | +4.8% | +3.6% |
| 7D | +2.4% | -0.7% | +3.1% | +2.5% |
| 30D | +24.9% | -1.0% | +25.8% | +25.1% |
| 3M | +81.9% | +10.9% | +71.0% | +76.9% |
| 6M | +79.4% | +33.2% | +46.2% | +64.1% |
| YTD | +188.3% | +6.1% | +182.2% | +182.9% |
| 1Y | +177.3% | +30.2% | +147.0% | +152.8% |
| 3Y | +56.0% | +52.9% | +3.1% | +44.8% |
| All | +56.0% | +49.0% | +7.0% | +44.8% |
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