+210.6%
PWR vs PBF
+62.4%
+148.2%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +3.3% | -0.9% | +2.1% |
| 7D | +4.5% | +2.4% | +2.2% | +4.3% |
| 30D | -4.9% | +24.9% | -29.7% | -6.4% |
| 3M | -7.9% | +81.9% | -89.7% | -11.0% |
| 6M | +18.3% | +79.4% | -61.0% | +13.7% |
| YTD | +51.5% | +188.3% | -136.8% | +39.4% |
| 1Y | +70.3% | +177.3% | -106.9% | +56.6% |
| 3Y | +210.6% | +56.0% | +154.6% | +183.5% |
| All | +210.6% | +62.4% | +148.2% | +183.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling