+362.2%
PBF vs WWD
+479.8%
-117.6%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.1% | 0.0% |
| 7D | +1.4% | +0.6% | +0.7% | +0.9% |
| 30D | +15.8% | -5.1% | +20.9% | +19.3% |
| 3M | +90.3% | -11.2% | +101.5% | +97.8% |
| 6M | +102.8% | -12.0% | +114.9% | +102.1% |
| YTD | +187.3% | +12.0% | +175.4% | +138.2% |
| 1Y | +161.8% | +42.8% | +119.0% | +79.8% |
| 3Y | +55.5% | +168.9% | -113.5% | -40.1% |
| 5Y | +801.9% | +192.2% | +609.7% | +201.1% |
| 10Y | +362.2% | +495.3% | -133.0% | -13.9% |
| All | +362.2% | +479.8% | -117.6% | -13.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling