+330.8%
PBF vs WCN
+737.8%
-407.1%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.2% | -0.2% | -0.6% |
| 7D | +4.3% | -0.6% | +4.9% | +4.6% |
| 30D | +22.0% | +0.4% | +21.5% | +21.6% |
| 3M | +74.5% | +7.3% | +67.2% | +65.6% |
| 6M | +67.7% | -2.5% | +70.2% | +67.3% |
| YTD | +179.2% | -5.4% | +184.6% | +182.3% |
| 1Y | +170.0% | -8.5% | +178.5% | +177.4% |
| 3Y | +66.4% | +20.8% | +45.6% | +34.8% |
| 5Y | +764.5% | +30.0% | +734.5% | +538.2% |
| 10Y | +358.5% | +238.4% | +120.1% | +85.1% |
| All | +330.8% | +737.8% | -407.1% | +3.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 WCN 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