+1,359.8%
WDC vs PBF
+62.4%
+1,297.4%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +3.3% | -1.1% | +1.7% |
| 7D | +6.0% | +2.4% | +3.6% | +5.7% |
| 30D | +9.9% | +24.9% | -14.9% | +6.6% |
| 3M | -9.4% | +81.9% | -91.3% | -15.3% |
| 6M | +94.7% | +79.4% | +15.4% | +79.6% |
| YTD | +177.4% | +188.3% | -10.9% | +132.3% |
| 1Y | +412.6% | +177.3% | +235.3% | +329.2% |
| 3Y | +1,359.8% | +56.0% | +1,303.8% | +1,055.7% |
| All | +1,359.8% | +62.4% | +1,297.4% | +1,055.7% |
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