+122.9%
MAR vs PBF
+69.3%
+53.6%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -5.2% | +7.9% | +2.8% |
| 7D | +2.9% | -15.3% | +18.1% | +3.4% |
| 30D | +17.0% | -21.8% | +38.8% | +18.0% |
| 3M | +23.2% | -0.2% | +23.4% | +22.6% |
| 6M | +21.7% | +63.6% | -41.9% | +17.5% |
| YTD | +38.9% | +147.5% | -108.7% | +25.2% |
| 1Y | +48.7% | +69.8% | -21.2% | +41.0% |
| 3Y | +122.9% | +65.3% | +57.6% | +93.4% |
| All | +122.9% | +69.3% | +53.6% | +93.4% |
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