+987.9%
MAR vs PBF
+303.9%
+684.0%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.3% | +1.4% | +0.4% |
| 7D | -4.2% | +4.3% | -8.4% | -4.9% |
| 30D | -6.7% | +22.0% | -28.7% | -10.3% |
| 3M | -12.5% | +74.5% | -87.0% | -22.0% |
| 6M | +0.6% | +67.7% | -67.1% | -11.2% |
| YTD | +9.1% | +179.2% | -170.1% | -13.6% |
| 1Y | +26.2% | +170.0% | -143.8% | -0.8% |
| 3Y | +68.2% | +66.4% | +1.8% | +39.0% |
| 5Y | +163.9% | +764.5% | -600.6% | +40.7% |
| 10Y | +420.6% | +358.5% | +62.0% | +155.8% |
| All | +987.9% | +303.9% | +684.0% | +402.0% |
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