+182.7%
SW vs PBF
+276.6%
-93.9%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -7.4% | +4.9% | -2.1% |
| 7D | +2.3% | -13.8% | +16.1% | +3.0% |
| 30D | +6.8% | -19.6% | +26.4% | +7.8% |
| 3M | -5.2% | +10.3% | -15.4% | -6.0% |
| 6M | +7.4% | +63.4% | -56.0% | +3.8% |
| YTD | +17.4% | +152.6% | -135.2% | +9.3% |
| 1Y | +27.1% | +87.4% | -60.3% | +20.5% |
| 3Y | +47.9% | +63.3% | -15.4% | +38.2% |
| 5Y | -2.6% | +412.5% | -415.0% | -16.0% |
| All | +182.7% | +276.6% | -93.9% | +141.2% |
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