+330.8%
PBF vs WEC
+344.5%
-13.7%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.7% | -0.6% | -1.1% |
| 7D | +4.3% | -0.3% | +4.6% | +4.4% |
| 30D | +22.0% | -1.3% | +23.3% | +22.3% |
| 3M | +74.5% | -3.9% | +78.4% | +76.0% |
| 6M | +67.7% | -8.3% | +76.0% | +70.9% |
| YTD | +179.2% | +3.1% | +176.1% | +175.2% |
| 1Y | +170.0% | +1.9% | +168.1% | +166.1% |
| 3Y | +66.4% | +41.9% | +24.5% | +46.1% |
| 5Y | +764.5% | +30.8% | +733.7% | +668.6% |
| 10Y | +358.5% | +141.9% | +216.6% | +242.9% |
| All | +330.8% | +344.5% | -13.7% | +135.4% |
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