+56.0%
PBF vs WPM
+279.1%
-223.1%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.1% | +3.2% | +3.3% |
| 7D | +2.4% | +7.0% | -4.7% | +2.7% |
| 30D | +24.9% | +15.7% | +9.1% | +25.7% |
| 3M | +81.9% | +35.2% | +46.7% | +84.1% |
| 6M | +79.4% | +6.1% | +73.3% | +83.1% |
| YTD | +188.3% | +32.6% | +155.7% | +185.0% |
| 1Y | +177.3% | +46.9% | +130.3% | +169.0% |
| 3Y | +56.0% | +276.3% | -220.3% | +30.0% |
| All | +56.0% | +279.1% | -223.1% | +30.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling