+304.1%
PBF vs WU
+7.2%
+296.9%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -3.0% | +8.8% | +7.4% |
| 7D | -4.0% | +2.1% | -6.1% | -5.6% |
| 30D | -18.0% | +10.1% | -28.1% | -23.1% |
| 3M | +0.9% | -1.1% | +2.1% | -0.1% |
| 6M | +65.7% | -19.8% | +85.5% | +79.2% |
| YTD | +161.9% | -20.8% | +182.6% | +179.4% |
| 1Y | +77.8% | -15.1% | +92.9% | +80.6% |
| 3Y | +74.9% | -23.2% | +98.1% | +80.8% |
| 5Y | +423.4% | -42.6% | +466.0% | +532.4% |
| 10Y | +255.2% | -38.9% | +294.0% | +347.8% |
| All | +304.1% | +7.2% | +296.9% | +300.3% |
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