+315.0%
PBF vs WCN
+887.7%
-572.7%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.4% | +0.4% |
| 7D | +6.5% | +2.6% | +3.9% | +5.0% |
| 30D | -20.0% | +23.9% | -43.9% | -29.6% |
| 3M | -3.3% | +17.4% | -20.8% | -12.6% |
| 6M | +76.8% | +28.0% | +48.8% | +50.2% |
| YTD | +168.9% | +11.6% | +157.4% | +145.4% |
| 1Y | +96.4% | +16.9% | +79.5% | +73.4% |
| 3Y | +77.2% | +51.6% | +25.6% | +24.3% |
| 5Y | +417.7% | +48.0% | +369.8% | +257.6% |
| 10Y | +264.7% | +322.6% | -57.8% | +28.9% |
| All | +315.0% | +887.7% | -572.7% | -9.8% |
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