+304.1%
PBF vs WWD
+913.9%
-609.8%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +1.3% | +4.5% | +5.0% |
| 7D | -4.0% | +3.7% | -7.7% | -6.1% |
| 30D | -18.0% | +1.8% | -19.8% | -19.1% |
| 3M | +0.9% | -5.0% | +5.9% | +3.3% |
| 6M | +65.7% | -8.4% | +74.1% | +66.3% |
| YTD | +161.9% | +12.3% | +149.6% | +118.4% |
| 1Y | +77.8% | +26.2% | +51.5% | +35.0% |
| 3Y | +74.9% | +154.6% | -79.7% | -24.8% |
| 5Y | +423.4% | +195.3% | +228.1% | +87.9% |
| 10Y | +255.2% | +466.3% | -211.1% | -13.6% |
| All | +304.1% | +913.9% | -609.8% | -26.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling