+362.2%
PBF vs WEC
+141.2%
+221.1%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | -0.1% |
| 7D | +1.4% | +0.4% | +1.0% | +1.3% |
| 30D | +15.8% | +0.9% | +14.9% | +15.6% |
| 3M | +90.3% | -5.3% | +95.6% | +92.6% |
| 6M | +102.8% | -6.6% | +109.4% | +105.5% |
| YTD | +187.3% | +3.3% | +184.1% | +183.2% |
| 1Y | +161.8% | +2.1% | +159.8% | +158.0% |
| 3Y | +55.5% | +39.6% | +15.9% | +37.4% |
| 5Y | +801.9% | +31.2% | +770.7% | +703.1% |
| 10Y | +362.2% | +148.4% | +213.8% | +286.1% |
| All | +362.2% | +141.2% | +221.1% | +286.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WEC.
Daily Out/Under-Performance
Portfolio return minus WEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WEC 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 10y: compounded portfolio wealth divided by compounded WEC 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…
10y analysis · Full analysis span regression · 6 months rolling