+514.9%
MKSI vs PBF
+374.8%
+140.1%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.6% | +0.5% | +1.8% |
| 7D | +2.7% | +5.3% | -2.6% | +1.6% |
| 30D | -12.8% | +11.7% | -24.5% | -14.9% |
| 3M | -22.5% | +91.1% | -113.6% | -32.6% |
| 6M | +19.4% | +88.4% | -69.0% | +2.2% |
| YTD | +67.7% | +194.1% | -126.3% | +29.0% |
| 1Y | +131.4% | +180.4% | -49.0% | +78.5% |
| 3Y | +197.3% | +59.3% | +138.0% | +147.1% |
| 5Y | +87.0% | +816.3% | -729.3% | +1.0% |
| All | +514.9% | +374.8% | +140.1% | +251.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling