-2.3%
WMT vs PBF
+69.5%
-71.9%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| 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% | +10.3% |
| 3M | +11.0% | -3.3% | +14.3% | +10.3% |
| 6M | -2.3% | +76.8% | -79.1% | -8.5% |
| All | -2.3% | +69.5% | -71.9% | -8.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling