-2.3%
SW vs PBF
+772.7%
-775.0%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.3% | +2.6% | +1.3% |
| 7D | -5.1% | +4.3% | -9.4% | -5.2% |
| 30D | -4.6% | +22.0% | -26.6% | -5.3% |
| 3M | +9.4% | +74.5% | -65.1% | +6.5% |
| 6M | +3.5% | +67.7% | -64.2% | +0.4% |
| YTD | +22.0% | +179.2% | -157.1% | +13.6% |
| 1Y | +2.2% | +170.0% | -167.8% | -5.2% |
| 3Y | +19.6% | +66.4% | -46.8% | +9.1% |
| All | -2.3% | +772.7% | -775.0% | -13.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling