+2,521.4%
PWR vs PBF
+374.8%
+2,146.6%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +1.6% | +3.6% | +4.9% |
| 7D | +4.2% | +5.3% | -1.1% | +3.4% |
| 30D | -4.0% | +11.7% | -15.8% | -5.8% |
| 3M | -4.8% | +91.1% | -95.9% | -14.1% |
| 6M | +14.6% | +88.4% | -73.8% | +2.5% |
| YTD | +54.2% | +194.1% | -139.8% | +27.0% |
| 1Y | +67.1% | +180.4% | -113.3% | +37.6% |
| 3Y | +218.5% | +59.3% | +159.1% | +176.6% |
| 5Y | +466.3% | +816.3% | -350.0% | +240.6% |
| All | +2,521.4% | +374.8% | +2,146.6% | +1,378.6% |
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