+21.5%
SW vs PBF
+68.9%
-47.4%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -6.7% | +10.7% | +2.9% |
| 7D | +12.1% | -0.9% | +13.0% | +11.9% |
| 30D | +6.6% | -13.7% | +20.3% | +3.9% |
| 3M | -6.0% | +10.6% | -16.6% | -1.6% |
| 6M | +21.5% | +61.2% | -39.7% | +49.9% |
| All | +21.5% | +68.9% | -47.4% | +49.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling