+180.7%
PBF vs WU
-11.2%
+191.9%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.7% | +1.5% | +0.6% |
| 7D | +2.3% | -5.0% | +7.3% | +1.6% |
| 30D | +11.6% | -2.3% | +13.8% | +11.2% |
| 3M | +81.7% | -3.2% | +85.0% | +81.7% |
| 6M | +96.4% | -25.0% | +121.5% | +91.2% |
| YTD | +189.5% | -21.7% | +211.1% | +182.3% |
| 1Y | +180.7% | -9.0% | +189.7% | +167.7% |
| All | +180.7% | -11.2% | +191.9% | +167.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling