+451.9%
PWR vs PBF
+817.4%
-365.4%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.3% | -1.6% | -1.9% |
| 7D | +2.7% | +1.4% | +1.3% | +2.5% |
| 30D | -5.1% | +15.8% | -21.0% | -6.8% |
| 3M | -9.4% | +90.3% | -99.6% | -15.6% |
| 6M | +10.4% | +102.8% | -92.4% | +1.2% |
| YTD | +48.6% | +187.3% | -138.7% | +29.4% |
| 1Y | +68.0% | +161.8% | -93.8% | +47.0% |
| 3Y | +204.7% | +55.5% | +149.3% | +177.4% |
| 5Y | +451.9% | +801.9% | -350.0% | +281.9% |
| All | +451.9% | +817.4% | -365.4% | +281.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling