+1,272.8%
MAR vs PBF
+287.3%
+985.5%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.2% | -3.3% | -1.4% |
| 7D | +1.8% | +4.3% | -2.5% | +0.9% |
| 30D | +14.3% | -21.8% | +36.1% | +18.8% |
| 3M | +20.0% | +1.7% | +18.3% | +18.2% |
| 6M | +21.7% | +69.8% | -48.0% | +7.8% |
| YTD | +37.7% | +167.7% | -130.0% | +8.7% |
| 1Y | +46.8% | +89.0% | -42.2% | +23.7% |
| 3Y | +121.0% | +78.8% | +42.2% | +78.7% |
| 5Y | +183.1% | +415.4% | -232.3% | +69.4% |
| 10Y | +532.4% | +263.1% | +269.3% | +221.1% |
| All | +1,272.8% | +287.3% | +985.5% | +532.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling