+362.2%
PBF vs WCC
+506.2%
-144.0%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +1.0% | +0.3% |
| 7D | +1.4% | +6.8% | -5.4% | -2.0% |
| 30D | +15.8% | -3.0% | +18.9% | +17.3% |
| 3M | +90.3% | +0.2% | +90.1% | +86.6% |
| 6M | +102.8% | +33.2% | +69.7% | +65.0% |
| YTD | +187.3% | +45.8% | +141.5% | +121.2% |
| 1Y | +161.8% | +68.4% | +93.5% | +84.5% |
| 3Y | +55.5% | +131.1% | -75.7% | -17.5% |
| 5Y | +801.9% | +225.6% | +576.3% | +245.9% |
| 10Y | +362.2% | +534.2% | -171.9% | -8.6% |
| All | +362.2% | +506.2% | -144.0% | -8.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 10y: compounded portfolio wealth divided by compounded WCC 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…
10y analysis · Full analysis span regression · 6 months rolling