+43.3%
MA vs PBF
+65.3%
-22.0%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.3% | +0.2% | -1.1% |
| 7D | -2.7% | +4.3% | -7.0% | -2.9% |
| 30D | +1.5% | +22.0% | -20.5% | +0.5% |
| 3M | +20.4% | +74.5% | -54.1% | +17.1% |
| 6M | +11.1% | +67.7% | -56.5% | +8.0% |
| YTD | +2.0% | +179.2% | -177.2% | -4.4% |
| 1Y | -2.2% | +170.0% | -172.2% | -8.7% |
| All | +43.3% | +65.3% | -22.0% | +31.2% |
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