+59.6%
PBF vs WEC
+42.4%
+17.2%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.7% | -0.6% | -1.4% |
| 7D | +4.3% | -0.3% | +4.6% | +4.3% |
| 30D | +22.0% | -1.3% | +23.3% | +21.9% |
| 3M | +74.5% | -3.9% | +78.4% | +74.0% |
| 6M | +67.7% | -8.3% | +76.0% | +67.0% |
| YTD | +179.2% | +3.1% | +176.1% | +178.1% |
| 1Y | +170.0% | +1.9% | +168.1% | +167.7% |
| All | +59.6% | +42.4% | +17.2% | +49.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling