+315.0%
PBF vs WPM
+323.5%
-8.5%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.7% | +0.5% |
| 7D | +6.5% | -3.6% | +10.0% | +6.6% |
| 30D | -20.0% | +1.4% | -21.4% | -20.0% |
| 3M | -3.3% | -0.2% | -3.2% | -3.4% |
| 6M | +76.8% | -7.3% | +84.1% | +77.0% |
| YTD | +168.9% | +12.3% | +156.6% | +165.0% |
| 1Y | +96.4% | +24.9% | +71.5% | +92.0% |
| 3Y | +77.2% | +210.4% | -133.2% | +63.0% |
| 5Y | +417.7% | +210.4% | +207.4% | +372.3% |
| 10Y | +264.7% | +731.7% | -466.9% | +205.6% |
| All | +315.0% | +323.5% | -8.5% | +291.1% |
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