+88.5%
WDC vs PBF
+90.5%
-2.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +0.5% | -5.5% | -5.0% |
| 7D | +12.1% | +6.5% | +5.6% | +11.7% |
| 30D | -18.8% | -20.0% | +1.2% | -18.9% |
| 3M | -39.3% | -3.3% | -36.0% | -39.1% |
| 6M | -40.1% | +76.8% | -116.9% | -33.6% |
| YTD | +71.8% | +168.9% | -97.1% | +101.9% |
| 1Y | +88.5% | +96.4% | -7.9% | +141.3% |
| All | +88.5% | +90.5% | -2.0% | +141.3% |
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