+303.0%
PBF vs WAT
+445.9%
-142.8%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +4.2% | -0.8% | +1.6% |
| 7D | -7.4% | +6.0% | -13.4% | -9.6% |
| 30D | -17.5% | +9.9% | -27.4% | -21.0% |
| 3M | +13.1% | +17.2% | -4.0% | +5.0% |
| 6M | +72.6% | +34.2% | +38.4% | +49.3% |
| YTD | +161.2% | +25.5% | +135.7% | +127.5% |
| 1Y | +93.3% | +28.3% | +65.1% | +66.5% |
| 3Y | +80.7% | +88.4% | -7.7% | +21.7% |
| 5Y | +396.1% | +36.1% | +360.0% | +276.4% |
| 10Y | +252.3% | +234.8% | +17.5% | +44.8% |
| All | +303.0% | +445.9% | -142.8% | +28.5% |
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