+421.1%
WMT vs PBF
+367.4%
+53.6%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.8% | -0.1% |
| 7D | -2.5% | +2.3% | -4.8% | -2.6% |
| 30D | -6.4% | +11.6% | -18.0% | -6.8% |
| 3M | -12.1% | +81.7% | -93.9% | -14.0% |
| 6M | -15.0% | +96.4% | -111.4% | -17.2% |
| YTD | -4.5% | +189.5% | -194.0% | -8.5% |
| 1Y | +6.2% | +180.7% | -174.6% | +1.5% |
| 3Y | +99.9% | +56.6% | +43.2% | +93.1% |
| 5Y | +131.4% | +802.0% | -670.5% | +106.5% |
| All | +421.1% | +367.4% | +53.6% | +362.6% |
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