+56.0%
PBF vs WCC
+137.6%
-81.6%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +2.5% | +0.8% | +2.6% |
| 7D | +2.4% | +8.5% | -6.1% | +0.2% |
| 30D | +24.9% | -1.0% | +25.8% | +25.0% |
| 3M | +81.9% | +2.1% | +79.7% | +79.0% |
| 6M | +79.4% | +36.8% | +42.5% | +58.4% |
| YTD | +188.3% | +47.7% | +140.6% | +147.5% |
| 1Y | +177.3% | +66.5% | +110.7% | +126.9% |
| 3Y | +56.0% | +134.2% | -78.2% | +7.7% |
| All | +56.0% | +137.6% | -81.6% | +7.7% |
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