+247.7%
PBF vs WU
-39.7%
+287.5%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.2% | +3.0% | +2.4% |
| 7D | +3.8% | -5.3% | +9.1% | +6.8% |
| 30D | -22.2% | +9.0% | -31.2% | -26.8% |
| 3M | +1.3% | -3.6% | +4.8% | +1.6% |
| 6M | +69.0% | -19.4% | +88.4% | +82.9% |
| YTD | +166.5% | -21.7% | +188.2% | +187.0% |
| 1Y | +88.1% | -16.1% | +104.2% | +92.0% |
| 3Y | +77.9% | -24.1% | +102.1% | +84.4% |
| 5Y | +413.0% | -44.1% | +457.1% | +540.2% |
| All | +247.7% | -39.7% | +287.5% | +337.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 WU 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