+56.2%
PBF vs WU
-28.0%
+84.2%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -2.5% | +5.8% | +3.6% |
| 7D | +2.4% | -0.8% | +3.2% | +2.5% |
| 30D | +24.9% | -1.1% | +26.0% | +24.9% |
| 3M | +81.9% | -1.8% | +83.7% | +79.9% |
| 6M | +79.4% | -23.9% | +103.3% | +87.7% |
| YTD | +188.3% | -20.4% | +208.7% | +196.5% |
| 1Y | +177.3% | -10.6% | +187.8% | +172.1% |
| All | +56.2% | -28.0% | +84.2% | +58.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling