+55.7%
PBF vs WY
-23.0%
+78.7%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.2% |
| 7D | +1.4% | -1.7% | +3.1% | +1.7% |
| 30D | +15.8% | -9.9% | +25.7% | +18.3% |
| 3M | +90.3% | -7.5% | +97.8% | +92.3% |
| 6M | +102.8% | -5.1% | +108.0% | +100.7% |
| YTD | +187.3% | -2.1% | +189.4% | +178.6% |
| 1Y | +161.8% | -7.3% | +169.2% | +161.1% |
| All | +55.7% | -23.0% | +78.7% | +61.8% |
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