+2,098.9%
PWR vs PBF
+258.1%
+1,840.9%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -5.2% | +3.8% | -0.6% |
| 7D | -11.2% | -15.3% | +4.1% | -8.7% |
| 30D | -17.4% | -21.8% | +4.4% | -14.1% |
| 3M | -11.7% | -0.2% | -11.5% | -12.1% |
| 6M | -21.7% | +63.6% | -85.3% | -28.2% |
| YTD | +38.3% | +147.5% | -109.2% | +16.2% |
| 1Y | +29.6% | +69.8% | -40.2% | +15.5% |
| 3Y | +236.1% | +65.3% | +170.9% | +187.8% |
| 5Y | +406.3% | +393.4% | +13.0% | +238.2% |
| 10Y | +1,796.7% | +240.3% | +1,556.4% | +1,001.8% |
| All | +2,098.9% | +258.1% | +1,840.9% | +1,065.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling