+754.4%
WDC vs PBF
+69.3%
+685.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -5.2% | +5.0% | +0.6% |
| 7D | -16.7% | -15.3% | -1.4% | -14.6% |
| 30D | -27.2% | -21.8% | -5.4% | -24.6% |
| 3M | -34.0% | -0.2% | -33.8% | -34.1% |
| 6M | -39.7% | +63.6% | -103.3% | -43.1% |
| YTD | +68.1% | +147.5% | -79.5% | +42.5% |
| 1Y | +66.3% | +69.8% | -3.5% | +53.5% |
| 3Y | +754.4% | +65.3% | +689.1% | +582.5% |
| All | +754.4% | +69.3% | +685.1% | +582.5% |
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 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