+344.9%
PBF vs WTW
+354.0%
-9.2%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -2.8% | +6.1% | +4.6% |
| 7D | +2.4% | -2.7% | +5.1% | +3.6% |
| 30D | +24.9% | -5.6% | +30.5% | +27.8% |
| 3M | +81.9% | +26.5% | +55.4% | +61.8% |
| 6M | +79.4% | +8.1% | +71.2% | +70.6% |
| YTD | +188.3% | -0.3% | +188.6% | +182.9% |
| 1Y | +177.3% | -0.9% | +178.1% | +171.3% |
| 3Y | +56.0% | +66.6% | -10.6% | +10.5% |
| 5Y | +804.0% | +54.0% | +750.0% | +551.7% |
| 10Y | +334.1% | +198.1% | +136.0% | +126.8% |
| All | +344.9% | +354.0% | -9.2% | +87.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling