+19.6%
SW vs PBF
+65.3%
-45.7%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.3% | +2.6% | +1.3% |
| 7D | -5.1% | +4.3% | -9.4% | -5.3% |
| 30D | -4.6% | +22.0% | -26.6% | -5.7% |
| 3M | +9.4% | +74.5% | -65.1% | +4.9% |
| 6M | +3.5% | +67.7% | -64.2% | -1.4% |
| YTD | +22.0% | +179.2% | -157.1% | +7.2% |
| 1Y | +2.2% | +170.0% | -167.8% | -11.3% |
| All | +19.6% | +65.3% | -45.7% | -2.5% |
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