+111.0%
PBF vs WWD
+27.2%
+83.8%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -1.9% | -4.8% | -7.2% |
| 7D | -0.9% | +7.3% | -8.2% | +1.4% |
| 30D | -13.7% | -2.0% | -11.7% | -14.2% |
| 3M | +10.6% | -12.6% | +23.2% | +5.2% |
| 6M | +61.2% | -8.4% | +69.6% | +56.3% |
| YTD | +172.7% | +8.2% | +164.5% | +152.7% |
| 1Y | +111.0% | +26.5% | +84.5% | +93.8% |
| All | +111.0% | +27.2% | +83.8% | +93.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 WWD 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