+170.0%
PBF vs WWD
+41.9%
+128.1%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.1% | -2.4% | -1.0% |
| 7D | +4.3% | +1.3% | +3.0% | +4.7% |
| 30D | +22.0% | -7.2% | +29.1% | +19.6% |
| 3M | +74.5% | -3.8% | +78.3% | +71.7% |
| 6M | +67.7% | -9.9% | +77.6% | +66.0% |
| YTD | +179.2% | +14.8% | +164.4% | +150.9% |
| 1Y | +170.0% | +42.1% | +127.9% | +113.6% |
| All | +170.0% | +41.9% | +128.1% | +113.6% |
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