+111.0%
PBF vs WING
-23.2%
+134.2%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +3.7% | -10.4% | -6.1% |
| 7D | -0.9% | +21.0% | -21.9% | +1.8% |
| 30D | -13.7% | +56.9% | -70.6% | -7.9% |
| 3M | +10.6% | +38.4% | -27.7% | +16.6% |
| 6M | +61.2% | +12.0% | +49.2% | +64.2% |
| YTD | +172.7% | -29.2% | +202.0% | +164.2% |
| 1Y | +111.0% | -28.8% | +139.8% | +104.6% |
| All | +111.0% | -23.2% | +134.2% | +104.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WING.
Daily Out/Under-Performance
Portfolio return minus WING return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WING 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 WING 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