+992.6%
WDC vs PBF
+735.5%
+257.1%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +3.3% | -1.1% | +1.7% |
| 7D | +6.0% | +2.4% | +3.6% | +5.6% |
| 30D | +9.9% | +24.9% | -14.9% | +6.4% |
| 3M | -9.4% | +81.9% | -91.3% | -16.6% |
| 6M | +94.7% | +79.4% | +15.4% | +77.1% |
| YTD | +177.4% | +188.3% | -10.9% | +131.0% |
| 1Y | +412.6% | +177.3% | +235.3% | +326.7% |
| 3Y | +1,359.8% | +56.0% | +1,303.8% | +1,158.3% |
| 5Y | +992.6% | +804.0% | +188.5% | +590.1% |
| All | +992.6% | +735.5% | +257.1% | +590.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling