+554.8%
MA vs PBF
+299.9%
+254.9%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.4% | -2.9% | +0.1% |
| 7D | -0.3% | -7.4% | +7.0% | +0.5% |
| 30D | +11.3% | -17.5% | +28.8% | +13.7% |
| 3M | +16.7% | +13.1% | +3.5% | +13.9% |
| 6M | +32.8% | +72.6% | -39.9% | +21.9% |
| YTD | +15.6% | +161.2% | -145.6% | -1.2% |
| 1Y | +19.6% | +93.3% | -73.8% | +6.2% |
| 3Y | +72.1% | +80.7% | -8.6% | +48.4% |
| 5Y | +96.0% | +396.1% | -300.1% | +36.4% |
| 10Y | +554.8% | +252.3% | +302.5% | +311.3% |
| All | +554.8% | +299.9% | +254.9% | +311.3% |
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