+330.8%
PBF vs WAT
+368.8%
-38.0%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.0% | -0.3% | -0.9% |
| 7D | +4.3% | -1.3% | +5.6% | +4.8% |
| 30D | +22.0% | +2.3% | +19.6% | +20.6% |
| 3M | +74.5% | +8.7% | +65.8% | +66.8% |
| 6M | +67.7% | +28.3% | +39.4% | +45.3% |
| YTD | +179.2% | +7.8% | +171.4% | +160.9% |
| 1Y | +170.0% | +36.6% | +133.4% | +123.3% |
| 3Y | +66.4% | +45.7% | +20.7% | +26.2% |
| 5Y | +764.5% | -3.3% | +767.8% | +692.8% |
| 10Y | +358.5% | +162.1% | +196.4% | +110.4% |
| All | +330.8% | +368.8% | -38.0% | +47.4% |
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 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