+341.8%
PBF vs WPM
+558.4%
-216.6%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.1% | -0.5% | +1.6% |
| 7D | +5.3% | -0.6% | +5.9% | +5.3% |
| 30D | +11.7% | +14.4% | -2.7% | +11.8% |
| 3M | +91.1% | +37.0% | +54.1% | +91.3% |
| 6M | +88.4% | +4.1% | +84.3% | +89.4% |
| YTD | +194.1% | +31.7% | +162.3% | +192.9% |
| 1Y | +180.4% | +44.2% | +136.2% | +178.1% |
| 3Y | +59.3% | +265.5% | -206.2% | +53.9% |
| 5Y | +816.3% | +262.5% | +553.8% | +774.4% |
| All | +341.8% | +558.4% | -216.6% | +345.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling