+59.6%
PBF vs WING
-28.1%
+87.8%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.0% | -0.3% | -1.4% |
| 7D | +4.3% | -3.9% | +8.1% | +4.1% |
| 30D | +22.0% | -11.6% | +33.6% | +21.5% |
| 3M | +74.5% | -24.2% | +98.7% | +72.8% |
| 6M | +67.7% | -54.1% | +121.7% | +65.6% |
| YTD | +179.2% | -53.9% | +233.1% | +175.0% |
| 1Y | +170.0% | -64.4% | +234.4% | +168.3% |
| All | +59.6% | -28.1% | +87.8% | +41.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling