+500.6%
WMT vs PBF
+317.1%
+183.6%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.3% | -4.3% | -1.1% |
| 7D | +0.1% | +2.4% | -2.3% | 0.0% |
| 30D | -5.0% | +24.9% | -29.8% | -5.8% |
| 3M | -11.3% | +81.9% | -93.1% | -13.5% |
| 6M | -13.8% | +79.4% | -93.2% | -16.1% |
| YTD | -4.2% | +188.3% | -192.5% | -8.7% |
| 1Y | +4.6% | +177.3% | -172.7% | -0.5% |
| 3Y | +100.5% | +56.0% | +44.5% | +93.1% |
| 5Y | +129.7% | +804.0% | -674.3% | +102.1% |
| 10Y | +423.4% | +334.1% | +89.3% | +351.0% |
| All | +500.6% | +317.1% | +183.6% | +384.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling