+185.4%
SW vs PBF
+282.8%
-97.4%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -5.9% | +4.3% | -1.2% |
| 7D | +4.7% | -9.5% | +14.1% | +5.1% |
| 30D | +5.0% | -17.5% | +22.5% | +5.9% |
| 3M | -7.3% | +12.2% | -19.5% | -8.2% |
| 6M | +15.0% | +49.6% | -34.6% | +11.6% |
| YTD | +18.5% | +156.8% | -138.2% | +10.3% |
| 1Y | +27.1% | +98.6% | -71.5% | +20.1% |
| 3Y | +49.3% | +63.4% | -14.1% | +39.5% |
| 5Y | -1.6% | +420.9% | -422.5% | -15.3% |
| All | +185.4% | +282.8% | -97.4% | +143.3% |
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