+303.0%
PBF vs WWD
+897.0%
-594.0%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +4.9% | -1.5% | +0.5% |
| 7D | -7.4% | +4.2% | -11.5% | -9.6% |
| 30D | -17.5% | -0.8% | -16.7% | -17.4% |
| 3M | +13.1% | -8.2% | +21.3% | +18.0% |
| 6M | +72.6% | -9.8% | +82.5% | +74.8% |
| YTD | +161.2% | +10.4% | +150.8% | +119.9% |
| 1Y | +93.3% | +25.5% | +67.9% | +47.2% |
| 3Y | +80.7% | +155.8% | -75.1% | -22.8% |
| 5Y | +396.1% | +187.3% | +208.8% | +81.4% |
| 10Y | +252.3% | +462.7% | -210.4% | -14.0% |
| All | +303.0% | +897.0% | -594.0% | -26.1% |
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