+255.2%
PBF vs WCC
+453.1%
-198.0%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +3.3% | +2.5% | +4.1% |
| 7D | -4.0% | +3.3% | -7.3% | -5.7% |
| 30D | -18.0% | -9.4% | -8.5% | -14.5% |
| 3M | +0.9% | -10.5% | +11.4% | +5.0% |
| 6M | +65.7% | -10.4% | +76.1% | +68.7% |
| YTD | +161.9% | +34.4% | +127.5% | +107.3% |
| 1Y | +77.8% | +27.7% | +50.1% | +44.1% |
| 3Y | +74.9% | +137.9% | -63.1% | -9.9% |
| 5Y | +423.4% | +147.0% | +276.3% | +135.1% |
| 10Y | +255.2% | +442.5% | -187.3% | -21.9% |
| All | +255.2% | +453.1% | -198.0% | -21.9% |
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