+433.8%
MAR vs PBF
+374.8%
+59.0%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.6% | +0.1% | +1.4% |
| 7D | -0.5% | +5.3% | -5.9% | -1.5% |
| 30D | -5.4% | +11.7% | -17.1% | -7.6% |
| 3M | -15.5% | +91.1% | -106.6% | -26.0% |
| 6M | +3.0% | +88.4% | -85.5% | -11.0% |
| YTD | +8.5% | +194.1% | -185.5% | -15.3% |
| 1Y | +26.0% | +180.4% | -154.5% | -2.1% |
| 3Y | +68.6% | +59.3% | +9.3% | +40.4% |
| 5Y | +157.4% | +816.3% | -658.9% | +32.1% |
| All | +433.8% | +374.8% | +59.0% | +168.9% |
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