+7.0%
WMT vs PBF
+176.4%
-169.3%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.3% | +0.1% | -1.2% |
| 7D | +3.9% | +4.3% | -0.4% | +4.0% |
| 30D | -4.4% | +22.0% | -26.4% | -3.7% |
| 3M | -8.8% | +74.5% | -83.3% | -7.1% |
| 6M | -15.6% | +67.7% | -83.3% | -14.1% |
| YTD | -3.2% | +179.2% | -182.4% | -0.3% |
| 1Y | +7.0% | +170.0% | -163.0% | +8.2% |
| All | +7.0% | +176.4% | -169.3% | +8.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling