+136.5%
WMT vs PBF
+80.0%
+56.5%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.5% | +1.1% | +1.5% |
| 7D | +2.0% | +6.5% | -4.4% | +2.0% |
| 30D | +10.3% | -20.0% | +30.3% | +10.4% |
| 3M | +11.0% | -3.3% | +14.3% | +10.9% |
| 6M | -2.3% | +76.8% | -79.1% | -3.3% |
| YTD | +15.7% | +168.9% | -153.2% | +12.7% |
| 1Y | +26.0% | +96.4% | -70.4% | +23.9% |
| 3Y | +136.5% | +77.2% | +59.3% | +121.0% |
| All | +136.5% | +80.0% | +56.5% | +121.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling