+390.6%
WMB vs PBF
+303.9%
+86.7%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.3% | +1.4% | +0.4% |
| 7D | +0.6% | +4.3% | -3.7% | -0.4% |
| 30D | +3.3% | +22.0% | -18.7% | -1.6% |
| 3M | +3.1% | +74.5% | -71.4% | -10.5% |
| 6M | -0.7% | +67.7% | -68.4% | -14.3% |
| YTD | +25.2% | +179.2% | -154.0% | -4.9% |
| 1Y | +32.9% | +170.0% | -137.1% | 0.0% |
| 3Y | +140.6% | +66.4% | +74.2% | +91.4% |
| 5Y | +273.5% | +764.5% | -491.0% | +73.1% |
| 10Y | +334.2% | +358.5% | -24.3% | +68.6% |
| All | +390.6% | +303.9% | +86.7% | +107.3% |
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 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