+240.3%
PBF vs WING
+675.9%
-435.6%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -4.2% | -1.1% | -4.8% |
| 7D | -15.3% | +5.0% | -20.3% | -15.7% |
| 30D | -21.8% | +38.7% | -60.5% | -24.7% |
| 3M | -0.2% | +44.7% | -44.9% | -4.9% |
| 6M | +63.6% | +31.5% | +32.1% | +56.3% |
| YTD | +147.5% | -28.4% | +175.9% | +151.9% |
| 1Y | +69.8% | -28.2% | +98.0% | +72.4% |
| 3Y | +65.3% | -18.4% | +83.7% | +52.9% |
| 5Y | +393.4% | +5.2% | +388.1% | +317.0% |
| 10Y | +240.3% | +699.8% | -459.5% | +49.0% |
| All | +240.3% | +675.9% | -435.6% | +49.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling