+281.9%
PBF vs WEC
+390.9%
-109.0%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -0.1% | -5.1% | -5.2% |
| 7D | -15.3% | +1.4% | -16.7% | -15.6% |
| 30D | -21.8% | +12.8% | -34.6% | -24.3% |
| 3M | -0.2% | +11.2% | -11.4% | -3.2% |
| 6M | +63.6% | +6.6% | +57.0% | +60.1% |
| YTD | +147.5% | +13.8% | +133.7% | +137.3% |
| 1Y | +69.8% | +7.6% | +62.2% | +65.4% |
| 3Y | +65.3% | +62.2% | +3.1% | +39.7% |
| 5Y | +393.4% | +52.0% | +341.4% | +320.3% |
| 10Y | +240.3% | +189.4% | +50.9% | +142.2% |
| All | +281.9% | +390.9% | -109.0% | +103.0% |
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