+11.0%
WMT vs PBF
+2.8%
+8.1%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.5% | +1.1% | +1.5% |
| 7D | +2.0% | +6.5% | -4.4% | +2.1% |
| 30D | +10.3% | -20.0% | +30.3% | +10.0% |
| 3M | +11.0% | -3.3% | +14.3% | +8.9% |
| All | +11.0% | +2.8% | +8.1% | +8.9% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling