+111.0%
PBF vs WPM
+38.8%
+72.2%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +12.0% | -18.7% | -4.0% |
| 7D | -0.9% | +3.9% | -4.8% | +0.6% |
| 30D | -13.7% | -3.5% | -10.2% | -13.6% |
| 3M | +10.6% | +14.1% | -3.5% | +15.8% |
| 6M | +61.2% | +6.2% | +54.9% | +68.2% |
| YTD | +172.7% | +12.4% | +160.3% | +171.9% |
| 1Y | +111.0% | +40.0% | +71.1% | +88.6% |
| All | +111.0% | +38.8% | +72.2% | +88.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WPM.
Daily Out/Under-Performance
Portfolio return minus WPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WPM 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 WPM 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