+313.1%
PBF vs WCC
+429.7%
-116.6%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | 0.0% | +2.2% | +2.2% |
| 7D | +4.3% | +14.2% | -10.0% | -2.4% |
| 30D | -21.8% | -9.8% | -12.0% | -18.3% |
| 3M | +1.7% | -10.1% | +11.9% | +5.6% |
| 6M | +69.8% | -9.4% | +79.2% | +71.9% |
| YTD | +167.7% | +34.4% | +133.3% | +112.9% |
| 1Y | +89.0% | +23.3% | +65.7% | +56.8% |
| 3Y | +78.8% | +137.9% | -59.1% | -6.2% |
| 5Y | +415.4% | +144.0% | +271.4% | +140.1% |
| 10Y | +263.1% | +442.5% | -179.3% | -11.5% |
| All | +313.1% | +429.7% | -116.6% | -0.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling