+415.4%
PBF vs WSM
+165.0%
+250.4%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -4.5% | +6.7% | +3.0% |
| 7D | +4.3% | -3.2% | +7.5% | +4.8% |
| 30D | -21.8% | +4.6% | -26.5% | -22.6% |
| 3M | +1.7% | +2.4% | -0.7% | +0.9% |
| 6M | +69.8% | +43.7% | +26.1% | +56.3% |
| YTD | +167.7% | +42.1% | +125.6% | +144.0% |
| 1Y | +89.0% | +32.3% | +56.7% | +75.0% |
| 3Y | +78.8% | +253.0% | -174.2% | +31.1% |
| 5Y | +415.4% | +161.3% | +254.1% | +331.5% |
| All | +415.4% | +165.0% | +250.4% | +331.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling