+363.8%
PBF vs WING
+354.6%
+9.2%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.2% | +3.0% | +3.2% |
| 7D | +2.4% | -0.1% | +2.5% | +2.4% |
| 30D | +24.9% | -6.0% | +30.9% | +25.4% |
| 3M | +81.9% | -23.5% | +105.3% | +86.0% |
| 6M | +79.4% | -52.0% | +131.3% | +93.3% |
| YTD | +188.3% | -53.8% | +242.1% | +209.4% |
| 1Y | +177.3% | -63.8% | +241.1% | +207.2% |
| 3Y | +56.0% | -30.8% | +86.8% | +43.5% |
| 5Y | +804.0% | -34.3% | +838.3% | +710.0% |
| All | +363.8% | +354.6% | +9.2% | +138.6% |
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