+330.8%
PBF vs WU
+10.5%
+320.3%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.0% | -0.3% | -0.8% |
| 7D | +4.3% | -0.8% | +5.1% | +4.7% |
| 30D | +22.0% | -1.1% | +23.1% | +22.4% |
| 3M | +74.5% | -3.9% | +78.4% | +71.9% |
| 6M | +67.7% | -20.7% | +88.3% | +83.3% |
| YTD | +179.2% | -18.4% | +197.5% | +197.0% |
| 1Y | +170.0% | -8.1% | +178.1% | +161.0% |
| 3Y | +66.4% | -24.2% | +90.5% | +75.0% |
| 5Y | +764.5% | -50.4% | +814.9% | +1,097.1% |
| 10Y | +358.5% | -40.0% | +398.6% | +488.3% |
| All | +330.8% | +10.5% | +320.3% | +325.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling