+311.2%
PBF vs WCN
+887.5%
-576.3%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.9% | +0.9% | +1.3% |
| 7D | +3.8% | +1.2% | +2.6% | +3.1% |
| 30D | -22.2% | +26.4% | -48.6% | -32.4% |
| 3M | +1.3% | +17.5% | -16.3% | -8.5% |
| 6M | +69.0% | +28.7% | +40.3% | +43.1% |
| YTD | +166.5% | +11.5% | +155.0% | +143.2% |
| 1Y | +88.1% | +15.9% | +72.2% | +67.1% |
| 3Y | +77.9% | +51.6% | +26.4% | +24.9% |
| 5Y | +413.0% | +47.9% | +365.1% | +254.4% |
| 10Y | +261.4% | +322.5% | -61.0% | +27.8% |
| All | +311.2% | +887.5% | -576.3% | -10.6% |
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