-1.5%
MCD vs PBF
+65.3%
-66.9%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.3% | -0.2% | -1.5% |
| 7D | -2.8% | +4.3% | -7.1% | -2.7% |
| 30D | -6.0% | +22.0% | -28.0% | -5.6% |
| 3M | -5.6% | +74.5% | -80.1% | -4.6% |
| 6M | -21.9% | +67.7% | -89.5% | -21.0% |
| YTD | -14.7% | +179.2% | -193.9% | -14.0% |
| 1Y | -17.3% | +170.0% | -187.3% | -16.7% |
| All | -1.5% | +65.3% | -66.9% | -3.0% |
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 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