+180.7%
PBF vs WPM
+44.1%
+136.7%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.7% | +4.4% | +0.1% |
| 7D | +2.3% | -3.6% | +5.9% | +1.7% |
| 30D | +11.6% | +12.5% | -0.9% | +14.1% |
| 3M | +81.7% | +40.6% | +41.1% | +93.0% |
| 6M | +96.4% | +0.5% | +95.9% | +107.8% |
| YTD | +189.5% | +29.0% | +160.4% | +192.5% |
| 1Y | +180.7% | +43.8% | +136.9% | +177.2% |
| All | +180.7% | +44.1% | +136.7% | +177.2% |
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