+804.0%
PBF vs WEC
+34.9%
+769.1%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +1.1% | +2.2% | +3.2% |
| 7D | +2.4% | +0.8% | +1.6% | +2.3% |
| 30D | +24.9% | +0.3% | +24.5% | +24.8% |
| 3M | +81.9% | -2.9% | +84.8% | +82.0% |
| 6M | +79.4% | -5.9% | +85.3% | +79.8% |
| YTD | +188.3% | +4.1% | +184.2% | +186.3% |
| 1Y | +177.3% | +3.1% | +174.1% | +174.7% |
| 3Y | +56.0% | +40.8% | +15.2% | +46.7% |
| 5Y | +804.0% | +31.7% | +772.3% | +714.7% |
| All | +804.0% | +34.9% | +769.1% | +714.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling