+304.1%
PBF vs WPM
+336.8%
-32.7%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -0.8% | +6.6% | +5.8% |
| 7D | -4.0% | +3.1% | -7.1% | -4.1% |
| 30D | -18.0% | -1.8% | -16.2% | -17.9% |
| 3M | +0.9% | +1.0% | -0.1% | +0.8% |
| 6M | +65.7% | -5.4% | +71.2% | +65.9% |
| YTD | +161.9% | +15.9% | +146.0% | +157.8% |
| 1Y | +77.8% | +30.8% | +47.0% | +73.6% |
| 3Y | +74.9% | +222.6% | -147.8% | +60.7% |
| 5Y | +423.4% | +227.4% | +196.0% | +376.9% |
| 10Y | +255.2% | +757.8% | -502.7% | +197.3% |
| All | +304.1% | +336.8% | -32.7% | +280.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling