+88.5%
MA vs PBF
+419.4%
-330.9%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.5% | +0.9% | +1.3% |
| 7D | +1.3% | +6.5% | -5.2% | +0.9% |
| 30D | +9.6% | -20.0% | +29.6% | +11.0% |
| 3M | +16.8% | -3.3% | +20.1% | +16.5% |
| 6M | +35.2% | +76.8% | -41.6% | +28.9% |
| YTD | +16.6% | +168.9% | -152.4% | +6.6% |
| 1Y | +19.8% | +96.4% | -76.6% | +12.3% |
| 3Y | +70.7% | +77.2% | -6.5% | +56.3% |
| All | +88.5% | +419.4% | -330.9% | +51.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling