+1,364.1%
MA vs PBF
+265.5%
+1,098.6%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.1% | -0.3% |
| 7D | +2.3% | -13.8% | +16.1% | +4.1% |
| 30D | +14.7% | -19.6% | +34.3% | +17.5% |
| 3M | +13.5% | +10.3% | +3.2% | +11.1% |
| 6M | +33.1% | +63.4% | -30.3% | +22.8% |
| YTD | +15.1% | +152.6% | -137.6% | -1.6% |
| 1Y | +18.7% | +87.4% | -68.6% | +5.5% |
| 3Y | +72.1% | +63.3% | +8.8% | +50.0% |
| 5Y | +92.8% | +412.5% | -319.7% | +32.9% |
| 10Y | +571.6% | +282.5% | +289.2% | +297.7% |
| All | +1,364.1% | +265.5% | +1,098.6% | +715.1% |
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