+99.4%
WMT vs PBF
+55.5%
+43.9%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | -0.2% |
| 7D | -0.2% | +1.4% | -1.6% | -0.3% |
| 30D | -5.8% | +15.8% | -21.7% | -6.0% |
| 3M | -10.8% | +90.3% | -101.0% | -11.7% |
| 6M | -14.3% | +102.8% | -117.2% | -15.6% |
| YTD | -4.4% | +187.3% | -191.7% | -7.0% |
| 1Y | +4.3% | +161.8% | -157.5% | +1.3% |
| All | +99.4% | +55.5% | +43.9% | +87.7% |
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