+77.2%
PBF vs WY
-23.6%
+100.8%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.7% | -1.3% | +0.2% |
| 7D | +6.5% | -0.8% | +7.3% | +6.6% |
| 30D | -20.0% | +10.1% | -30.1% | -21.5% |
| 3M | -3.3% | -15.4% | +12.0% | -0.3% |
| 6M | +76.8% | -8.3% | +85.1% | +76.0% |
| YTD | +168.9% | -9.8% | +178.8% | +164.0% |
| 1Y | +96.4% | -3.9% | +100.2% | +85.9% |
| 3Y | +77.2% | -23.3% | +100.5% | +79.3% |
| All | +77.2% | -23.6% | +100.8% | +79.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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