+642.9%
WDC vs PBF
+260.7%
+382.1%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +0.5% | -5.5% | -5.1% |
| 7D | +12.1% | +6.5% | +5.6% | +10.7% |
| 30D | -18.8% | -20.0% | +1.2% | -14.9% |
| 3M | -39.3% | -3.3% | -36.0% | -39.3% |
| 6M | -40.1% | +76.8% | -116.9% | -47.6% |
| YTD | +71.8% | +168.9% | -97.1% | +32.8% |
| 1Y | +88.5% | +96.4% | -7.9% | +55.8% |
| 3Y | +770.0% | +77.2% | +692.8% | +597.9% |
| 5Y | +549.0% | +417.7% | +131.3% | +271.2% |
| All | +642.9% | +260.7% | +382.1% | +311.6% |
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