+342.8%
WMB vs PBF
+277.8%
+65.0%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +3.4% | +0.3% | +2.9% |
| 7D | -6.7% | -7.4% | +0.7% | -5.0% |
| 30D | -8.6% | -17.5% | +8.9% | -4.8% |
| 3M | -4.9% | +13.1% | -18.0% | -8.5% |
| 6M | -6.3% | +72.6% | -78.9% | -19.2% |
| YTD | +13.0% | +161.2% | -148.2% | -13.5% |
| 1Y | +14.9% | +93.3% | -78.4% | -6.1% |
| 3Y | +113.4% | +80.7% | +32.7% | +65.2% |
| 5Y | +190.2% | +396.1% | -205.9% | +57.2% |
| 10Y | +259.9% | +252.3% | +7.6% | +53.9% |
| All | +342.8% | +277.8% | +65.0% | +88.5% |
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