+281.9%
PBF vs WAT
+444.5%
-162.6%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -0.2% | -5.0% | -5.1% |
| 7D | -15.3% | +3.4% | -18.7% | -16.5% |
| 30D | -21.8% | +9.6% | -31.4% | -25.0% |
| 3M | -0.2% | +15.5% | -15.7% | -6.8% |
| 6M | +63.6% | +33.9% | +29.7% | +41.7% |
| YTD | +147.5% | +25.2% | +122.3% | +115.8% |
| 1Y | +69.8% | +26.3% | +43.6% | +47.3% |
| 3Y | +65.3% | +85.8% | -20.5% | +12.1% |
| 5Y | +393.4% | +35.3% | +358.1% | +275.8% |
| 10Y | +240.3% | +231.8% | +8.5% | +40.5% |
| All | +281.9% | +444.5% | -162.6% | +21.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling