+2,347.5%
MELI vs PBF
+315.7%
+2,031.9%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.3% | -2.3% | -2.6% |
| 7D | -6.5% | +1.4% | -7.9% | -6.6% |
| 30D | +2.8% | +15.8% | -13.0% | +1.2% |
| 3M | +14.3% | +90.3% | -75.9% | +6.8% |
| 6M | +6.0% | +102.8% | -96.8% | -2.5% |
| YTD | -6.8% | +187.3% | -194.2% | -17.9% |
| 1Y | -20.9% | +161.8% | -182.8% | -30.0% |
| 3Y | +31.4% | +55.5% | -24.1% | +19.8% |
| 5Y | -0.4% | +801.9% | -802.3% | -28.3% |
| 10Y | +951.2% | +362.2% | +588.9% | +614.6% |
| All | +2,347.5% | +315.7% | +2,031.9% | +1,517.1% |
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