+718.6%
PBF vs WST
-25.7%
+744.3%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.8% | -0.5% | -1.2% |
| 7D | +4.3% | +0.7% | +3.6% | +4.2% |
| 30D | +22.0% | -3.1% | +25.1% | +22.4% |
| 3M | +74.5% | +7.2% | +67.3% | +72.7% |
| 6M | +67.7% | +36.8% | +30.9% | +59.7% |
| YTD | +179.2% | +23.8% | +155.3% | +169.5% |
| 1Y | +170.0% | +37.8% | +132.2% | +156.9% |
| 3Y | +66.4% | -15.9% | +82.3% | +63.5% |
| All | +718.6% | -25.7% | +744.3% | +516.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling