+64.6%
MAR vs PBF
+62.4%
+2.2%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +3.3% | -5.6% | -2.4% |
| 7D | -1.7% | +2.4% | -4.1% | -1.8% |
| 30D | -6.9% | +24.9% | -31.8% | -8.0% |
| 3M | -15.8% | +81.9% | -97.7% | -18.8% |
| 6M | +1.9% | +79.4% | -77.4% | -2.3% |
| YTD | +6.6% | +188.3% | -181.7% | -4.2% |
| 1Y | +23.7% | +177.3% | -153.6% | +10.4% |
| 3Y | +64.6% | +56.0% | +8.6% | +42.6% |
| All | +64.6% | +62.4% | +2.2% | +42.6% |
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