+32.4%
PWR vs PBF
+120.1%
-87.7%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.7% | -6.7% | -5.0% | -11.2% |
| 7D | -4.4% | -0.9% | -3.5% | -4.1% |
| 30D | -15.1% | -13.7% | -1.4% | -14.4% |
| 3M | -16.2% | +10.6% | -26.9% | -16.4% |
| 6M | -23.3% | +61.2% | -84.5% | -22.0% |
| YTD | +37.6% | +172.7% | -135.1% | +39.8% |
| 1Y | +32.4% | +111.0% | -78.6% | +39.2% |
| All | +32.4% | +120.1% | -87.7% | +39.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PBF.
Daily Out/Under-Performance
Portfolio return minus PBF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBF 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 1y: compounded portfolio wealth divided by compounded PBF 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…
1y analysis · Full analysis span regression · 6 months rolling