+801.9%
PBF vs WPM
+261.4%
+540.5%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.4% | -0.4% |
| 7D | +1.4% | +3.9% | -2.5% | +1.2% |
| 30D | +15.8% | +17.7% | -1.8% | +14.5% |
| 3M | +90.3% | +39.4% | +50.8% | +85.3% |
| 6M | +102.8% | +6.4% | +96.4% | +102.4% |
| YTD | +187.3% | +34.0% | +153.4% | +172.9% |
| 1Y | +161.8% | +50.5% | +111.3% | +141.9% |
| 3Y | +55.5% | +280.3% | -224.8% | +13.2% |
| 5Y | +801.9% | +266.3% | +535.6% | +553.5% |
| All | +801.9% | +261.4% | +540.5% | +553.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling