+341.8%
PBF vs WTW
+198.0%
+143.7%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.1% | +1.5% | +1.6% |
| 7D | +5.3% | -5.7% | +11.0% | +8.1% |
| 30D | +11.7% | -7.3% | +19.0% | +15.3% |
| 3M | +91.1% | +21.5% | +69.6% | +73.2% |
| 6M | +88.4% | +9.6% | +78.8% | +77.7% |
| YTD | +194.1% | -3.3% | +197.3% | +192.7% |
| 1Y | +180.4% | -6.1% | +186.5% | +182.1% |
| 3Y | +59.3% | +61.8% | -2.5% | +13.0% |
| 5Y | +816.3% | +42.7% | +773.6% | +583.1% |
| All | +341.8% | +198.0% | +143.7% | +163.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 WTW 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