+302.1%
WMB vs PBF
+354.3%
-52.2%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +3.3% | -1.0% | +1.6% |
| 7D | +0.8% | +2.4% | -1.6% | +0.3% |
| 30D | +7.7% | +24.9% | -17.2% | +2.7% |
| 3M | +6.7% | +81.9% | -75.2% | -6.7% |
| 6M | +3.6% | +79.4% | -75.7% | -10.2% |
| YTD | +28.0% | +188.3% | -160.3% | -0.4% |
| 1Y | +37.6% | +177.3% | -139.6% | +6.3% |
| 3Y | +149.0% | +56.0% | +93.0% | +107.2% |
| 5Y | +285.3% | +804.0% | -518.7% | +92.7% |
| 10Y | +302.1% | +334.1% | -32.0% | +88.9% |
| All | +302.1% | +354.3% | -52.2% | +88.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling