+124.9%
WBD vs PBF
+167.4%
-42.5%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.7% | +0.3% | +1.0% |
| 7D | -0.6% | +2.3% | -2.9% | -0.6% |
| 30D | +4.2% | +11.6% | -7.4% | +4.1% |
| 3M | +7.5% | +81.7% | -74.2% | +6.8% |
| 6M | +1.6% | +96.4% | -94.9% | +0.8% |
| YTD | -2.2% | +189.5% | -191.6% | -3.9% |
| 1Y | +124.9% | +180.7% | -55.9% | +134.4% |
| All | +124.9% | +167.4% | -42.5% | +134.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling