+141.0%
WBD vs PBF
+55.5%
+85.5%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.7% |
| 7D | -1.7% | +1.4% | -3.1% | -1.9% |
| 30D | +3.9% | +15.8% | -12.0% | +1.5% |
| 3M | +5.1% | +90.3% | -85.2% | -5.7% |
| 6M | +0.6% | +102.8% | -102.2% | -11.9% |
| YTD | -3.2% | +187.3% | -190.5% | -22.0% |
| 1Y | +127.7% | +161.8% | -34.2% | +84.9% |
| All | +141.0% | +55.5% | +85.5% | +78.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling