+63.3%
PBF vs WST
+19.1%
+44.2%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.9% | -3.5% | -1.9% |
| 7D | -13.8% | -3.1% | -10.7% | -13.3% |
| 30D | -19.6% | +9.1% | -28.7% | -20.7% |
| 3M | +10.3% | +14.7% | -4.4% | +7.7% |
| 6M | +63.4% | +28.0% | +35.4% | +56.2% |
| YTD | +152.6% | +45.6% | +107.0% | +134.5% |
| 1Y | +87.4% | +45.7% | +41.7% | +73.8% |
| 3Y | +63.3% | +21.1% | +42.2% | +44.9% |
| All | +63.3% | +19.1% | +44.2% | +44.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 3y: compounded portfolio wealth divided by compounded WST 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…
3y analysis · Full analysis span regression · 6 months rolling