+334.9%
PBF vs WSM
+1,058.9%
-724.0%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.7% | +2.4% | +1.3% |
| 7D | +2.3% | +0.4% | +1.9% | +2.1% |
| 30D | +11.6% | -10.7% | +22.3% | +16.1% |
| 3M | +81.7% | +8.5% | +73.3% | +74.8% |
| 6M | +96.4% | +19.6% | +76.8% | +78.3% |
| YTD | +189.5% | +26.6% | +162.9% | +155.5% |
| 1Y | +180.7% | +12.0% | +168.8% | +158.8% |
| 3Y | +56.6% | +226.6% | -170.0% | -14.2% |
| 5Y | +802.0% | +174.1% | +627.8% | +391.0% |
| All | +334.9% | +1,058.9% | -724.0% | -5.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 10y: compounded portfolio wealth divided by compounded WSM 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…
10y analysis · Full analysis span regression · 6 months rolling