+60.4%
WM vs PBF
+407.7%
-347.3%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.4% | -3.2% | +0.2% |
| 7D | -0.5% | -7.4% | +6.9% | -0.5% |
| 30D | +13.3% | -17.5% | +30.8% | +13.3% |
| 3M | +4.4% | +13.1% | -8.7% | +4.4% |
| 6M | +10.8% | +72.6% | -61.8% | +10.5% |
| YTD | +9.1% | +161.2% | -152.1% | +8.5% |
| 1Y | +19.1% | +93.3% | -74.2% | +18.7% |
| 3Y | +45.7% | +80.7% | -35.0% | +44.7% |
| 5Y | +60.4% | +396.1% | -335.7% | +58.3% |
| All | +60.4% | +407.7% | -347.3% | +58.3% |
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 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