+113.2%
WDC vs PBF
+120.1%
-6.9%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -6.7% | -0.1% | -6.6% |
| 7D | -18.3% | -0.9% | -17.4% | -18.2% |
| 30D | -26.7% | -13.7% | -13.0% | -26.5% |
| 3M | -40.9% | +10.6% | -51.6% | -40.6% |
| 6M | -26.8% | +61.2% | -87.9% | -21.5% |
| YTD | +88.2% | +172.7% | -84.5% | +104.2% |
| 1Y | +113.2% | +111.0% | +2.2% | +156.5% |
| All | +113.2% | +120.1% | -6.9% | +156.5% |
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