+72.5%
PBF vs WCC
+138.4%
-65.9%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +3.3% | +2.5% | +4.9% |
| 7D | -4.0% | +3.3% | -7.3% | -4.9% |
| 30D | -18.0% | -9.4% | -8.5% | -16.1% |
| 3M | +0.9% | -10.5% | +11.4% | +3.2% |
| 6M | +65.7% | -10.4% | +76.1% | +67.4% |
| YTD | +161.9% | +34.4% | +127.5% | +128.0% |
| 1Y | +77.8% | +27.7% | +50.1% | +57.3% |
| All | +72.5% | +138.4% | -65.9% | +7.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling