+65.7%
PBF vs WAT
+31.7%
+34.0%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -1.0% | +6.8% | +5.7% |
| 7D | -4.0% | +0.7% | -4.7% | -4.0% |
| 30D | -18.0% | +9.0% | -27.0% | -16.6% |
| 3M | +0.9% | +13.5% | -12.5% | +3.2% |
| 6M | +65.7% | +35.3% | +30.4% | +70.7% |
| All | +65.7% | +31.7% | +34.0% | +70.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling