+1,919.5%
WDC vs PBF
+303.9%
+1,615.6%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -1.3% | +7.2% | +6.1% |
| 7D | +1.7% | +4.3% | -2.5% | +0.8% |
| 30D | -10.0% | +22.0% | -31.9% | -13.8% |
| 3M | -18.8% | +74.5% | -93.3% | -28.1% |
| 6M | +79.0% | +67.7% | +11.4% | +56.7% |
| YTD | +171.6% | +179.2% | -7.6% | +109.9% |
| 1Y | +417.4% | +170.0% | +247.4% | +298.5% |
| 3Y | +1,251.8% | +66.4% | +1,185.4% | +1,003.7% |
| 5Y | +911.7% | +764.5% | +147.2% | +418.1% |
| 10Y | +1,399.6% | +358.5% | +1,041.1% | +637.4% |
| All | +1,919.5% | +303.9% | +1,615.6% | +881.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling