+49.3%
SW vs PBF
+61.6%
-12.3%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -8.4% |
| 6M | +15.0% | +49.6% | -34.6% | +10.6% |
| YTD | +18.5% | +156.8% | -138.2% | +3.1% |
| 1Y | +27.1% | +98.6% | -71.5% | +14.9% |
| All | +49.3% | +61.6% | -12.3% | +23.3% |
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 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