+801.9%
PBF vs WSM
+182.5%
+619.4%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.3% |
| 7D | +1.4% | +2.6% | -1.3% | +0.9% |
| 30D | +15.8% | -9.3% | +25.1% | +17.9% |
| 3M | +90.3% | +7.1% | +83.2% | +86.9% |
| 6M | +102.8% | +21.7% | +81.1% | +92.1% |
| YTD | +187.3% | +28.7% | +158.6% | +167.7% |
| 1Y | +161.8% | +13.9% | +148.0% | +150.5% |
| 3Y | +55.5% | +232.2% | -176.7% | +15.9% |
| 5Y | +801.9% | +176.4% | +625.5% | +624.5% |
| All | +801.9% | +182.5% | +619.4% | +624.5% |
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