+154.1%
MAR vs PBF
+817.4%
-663.3%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.2% | +0.9% |
| 7D | -0.5% | +1.4% | -1.9% | -0.6% |
| 30D | -4.7% | +15.8% | -20.5% | -6.0% |
| 3M | -15.6% | +90.3% | -105.9% | -21.0% |
| 6M | +1.2% | +102.8% | -101.6% | -7.0% |
| YTD | +7.5% | +187.3% | -179.8% | -6.3% |
| 1Y | +26.6% | +161.8% | -135.2% | +10.8% |
| 3Y | +66.0% | +55.5% | +10.5% | +48.9% |
| 5Y | +154.1% | +801.9% | -647.8% | +70.4% |
| All | +154.1% | +817.4% | -663.3% | +70.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling