+27.4%
MAR vs PBF
+165.4%
-138.0%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.2% | +0.8% |
| 7D | -0.5% | +1.4% | -1.9% | -0.3% |
| 30D | -4.7% | +15.8% | -20.5% | -3.2% |
| 3M | -15.6% | +90.3% | -105.9% | -9.6% |
| 6M | +1.2% | +102.8% | -101.6% | +8.4% |
| YTD | +7.5% | +187.3% | -179.8% | +15.0% |
| All | +27.4% | +165.4% | -138.0% | +36.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling