-0.1%
SW vs PBF
+458.2%
-458.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -6.7% | +10.7% | +4.3% |
| 7D | +12.1% | -0.9% | +13.0% | +12.1% |
| 30D | +6.6% | -13.7% | +20.3% | +7.0% |
| 3M | -6.0% | +10.6% | -16.6% | -6.6% |
| 6M | +21.5% | +61.2% | -39.7% | +18.2% |
| YTD | +20.3% | +172.7% | -152.4% | +11.4% |
| 1Y | +28.1% | +111.0% | -82.9% | +20.9% |
| 3Y | +51.6% | +73.6% | -22.0% | +37.4% |
| 5Y | -0.1% | +479.7% | -479.8% | -13.5% |
| All | -0.1% | +458.2% | -458.3% | -13.5% |
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 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