+170.0%
PBF vs WETO
-98.9%
+268.9%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -20.8% | +19.5% | -1.4% |
| 7D | +4.3% | -55.4% | +59.7% | +4.0% |
| 30D | +22.0% | -48.5% | +70.5% | +23.0% |
| 3M | +74.5% | -97.5% | +172.0% | +77.2% |
| 6M | +67.7% | -94.2% | +161.9% | +73.9% |
| YTD | +179.2% | -97.0% | +276.2% | +186.6% |
| 1Y | +170.0% | -98.9% | +268.9% | +168.0% |
| All | +170.0% | -98.9% | +268.9% | +168.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO 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 1y: compounded portfolio wealth divided by compounded WETO 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…
1y analysis · Full analysis span regression · 6 months rolling