+12.0%
WBD vs PBF
+367.4%
-355.4%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.7% | +0.3% | +0.9% |
| 7D | -0.6% | +2.3% | -2.9% | -1.0% |
| 30D | +4.2% | +11.6% | -7.4% | +2.1% |
| 3M | +7.5% | +81.7% | -74.2% | -3.6% |
| 6M | +1.6% | +96.4% | -94.9% | -11.1% |
| YTD | -2.2% | +189.5% | -191.6% | -20.7% |
| 1Y | +124.9% | +180.7% | -55.9% | +81.4% |
| 3Y | +149.1% | +56.6% | +92.5% | +113.4% |
| 5Y | +7.8% | +802.0% | -794.1% | -37.4% |
| All | +12.0% | +367.4% | -355.4% | -37.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling