+56.0%
PBF vs WWD
+164.2%
-108.2%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -2.0% | +5.3% | +3.3% |
| 7D | +2.4% | +0.8% | +1.6% | +2.4% |
| 30D | +24.9% | -6.4% | +31.3% | +24.9% |
| 3M | +81.9% | -5.6% | +87.5% | +80.0% |
| 6M | +79.4% | -9.1% | +88.5% | +76.4% |
| YTD | +188.3% | +12.5% | +175.8% | +167.2% |
| 1Y | +177.3% | +41.3% | +135.9% | +141.1% |
| 3Y | +56.0% | +170.2% | -114.2% | +13.7% |
| All | +56.0% | +164.2% | -108.2% | +13.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling