+1,831.6%
PWR vs PBF
+260.7%
+1,570.9%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.1% | -0.8% |
| 7D | +11.3% | +6.5% | +4.8% | +10.2% |
| 30D | -8.9% | -20.0% | +11.1% | -5.6% |
| 3M | -10.5% | -3.3% | -7.2% | -10.4% |
| 6M | -22.2% | +76.8% | -99.0% | -29.3% |
| YTD | +42.7% | +168.9% | -126.2% | +19.0% |
| 1Y | +41.1% | +96.4% | -55.2% | +23.4% |
| 3Y | +242.7% | +77.2% | +165.5% | +191.7% |
| 5Y | +418.5% | +417.7% | +0.8% | +246.7% |
| All | +1,831.6% | +260.7% | +1,570.9% | +1,029.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling