+505.6%
MA vs PBF
+354.3%
+151.3%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.3% | -4.7% | -1.8% |
| 7D | -1.8% | +2.4% | -4.1% | -2.1% |
| 30D | +1.4% | +24.9% | -23.5% | -1.7% |
| 3M | +17.7% | +81.9% | -64.1% | +8.2% |
| 6M | +9.7% | +79.4% | -69.7% | +0.1% |
| YTD | +0.5% | +188.3% | -187.8% | -14.6% |
| 1Y | -2.1% | +177.3% | -179.3% | -17.1% |
| 3Y | +40.1% | +56.0% | -15.9% | +24.3% |
| 5Y | +67.5% | +804.0% | -736.5% | +6.5% |
| 10Y | +505.6% | +334.1% | +171.5% | +275.9% |
| All | +505.6% | +354.3% | +151.3% | +275.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling