+478.3%
SW vs PBF
+303.9%
+174.4%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -5.6% |
| 3M | +9.4% | +74.5% | -65.1% | +5.7% |
| 6M | +3.5% | +67.7% | -64.2% | -0.2% |
| YTD | +22.0% | +179.2% | -157.1% | +13.6% |
| 1Y | +2.2% | +170.0% | -167.8% | -5.1% |
| 3Y | +19.6% | +66.4% | -46.8% | +12.2% |
| 5Y | -2.3% | +764.5% | -766.8% | -17.9% |
| 10Y | +181.4% | +358.5% | -177.2% | +130.2% |
| All | +478.3% | +303.9% | +174.4% | +363.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling