+801.9%
PBF vs WU
-51.4%
+853.3%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.5% | -0.1% |
| 7D | +1.4% | -4.9% | +6.3% | +2.8% |
| 30D | +15.8% | -1.3% | +17.1% | +16.1% |
| 3M | +90.3% | -3.6% | +93.8% | +88.5% |
| 6M | +102.8% | -24.3% | +127.2% | +117.9% |
| YTD | +187.3% | -21.1% | +208.4% | +201.9% |
| 1Y | +161.8% | -10.3% | +172.2% | +157.8% |
| 3Y | +55.5% | -28.4% | +83.8% | +65.1% |
| 5Y | +801.9% | -51.2% | +853.1% | +1,154.5% |
| All | +801.9% | -51.4% | +853.3% | +1,154.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling