+289.8%
PBF vs WEC
+386.1%
-96.3%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.1% | +0.5% | -1.1% |
| 7D | -13.8% | -0.2% | -13.6% | -13.8% |
| 30D | -19.6% | +12.3% | -31.9% | -22.1% |
| 3M | +10.3% | +8.3% | +2.0% | +7.7% |
| 6M | +63.4% | +3.5% | +60.0% | +61.3% |
| YTD | +152.6% | +12.7% | +139.9% | +142.8% |
| 1Y | +87.4% | +8.2% | +79.2% | +82.2% |
| 3Y | +63.3% | +55.9% | +7.4% | +39.7% |
| 5Y | +412.5% | +51.2% | +361.2% | +336.6% |
| 10Y | +282.5% | +177.6% | +104.9% | +174.4% |
| All | +289.8% | +386.1% | -96.3% | +107.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling