+250.9%
PBF vs WING
+618.8%
-367.8%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.7% | +0.5% |
| 7D | +6.5% | -2.7% | +9.2% | +6.7% |
| 30D | -20.0% | +29.3% | -49.3% | -22.4% |
| 3M | -3.3% | +39.9% | -43.2% | -7.5% |
| 6M | +76.8% | +32.4% | +44.4% | +68.6% |
| YTD | +168.9% | -32.9% | +201.9% | +175.5% |
| 1Y | +96.4% | -31.9% | +128.2% | +100.2% |
| 3Y | +77.2% | -24.9% | +102.1% | +65.7% |
| 5Y | +417.7% | -0.7% | +418.4% | +340.1% |
| All | +250.9% | +618.8% | -367.8% | +60.6% |
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 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