+33.3%
MELI vs PBF
+59.1%
-25.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.6% | -2.0% | -0.5% |
| 7D | -4.1% | +5.3% | -9.4% | -4.2% |
| 30D | +3.8% | +11.7% | -8.0% | +3.5% |
| 3M | +17.8% | +91.1% | -73.2% | +15.8% |
| 6M | +7.4% | +88.4% | -81.0% | +4.9% |
| YTD | -5.8% | +194.1% | -199.9% | -11.4% |
| 1Y | -18.9% | +180.4% | -199.3% | -23.6% |
| 3Y | +33.3% | +59.3% | -26.0% | +21.0% |
| All | +33.3% | +59.1% | -25.8% | +21.0% |
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