+56.8%
PBF vs WTW
+61.8%
-5.0%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.5% | +0.2% | +0.7% |
| 7D | +2.3% | -7.8% | +10.1% | +3.0% |
| 30D | +11.6% | -7.9% | +19.4% | +12.3% |
| 3M | +81.7% | +19.9% | +61.8% | +78.7% |
| 6M | +96.4% | +9.8% | +86.6% | +93.7% |
| YTD | +189.5% | -3.3% | +192.8% | +187.1% |
| 1Y | +180.7% | -3.3% | +184.0% | +178.4% |
| All | +56.8% | +61.8% | -5.0% | +49.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling