+161.8%
PBF vs WING
-63.4%
+225.3%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.0% | -1.4% | -0.2% |
| 7D | +1.4% | -2.3% | +3.6% | +1.1% |
| 30D | +15.8% | -5.6% | +21.5% | +15.2% |
| 3M | +90.3% | -22.9% | +113.2% | +84.5% |
| 6M | +102.8% | -50.4% | +153.2% | +88.4% |
| YTD | +187.3% | -53.3% | +240.7% | +166.1% |
| 1Y | +161.8% | -61.2% | +223.1% | +127.5% |
| All | +161.8% | -63.4% | +225.3% | +127.5% |
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