+380.5%
MO vs PBF
+317.1%
+63.4%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.3% | -4.3% | -1.2% |
| 7D | -2.0% | +2.4% | -4.4% | -2.2% |
| 30D | -0.3% | +24.9% | -25.1% | -1.9% |
| 3M | -2.9% | +81.9% | -84.8% | -7.5% |
| 6M | +5.8% | +79.4% | -73.6% | +0.5% |
| YTD | +22.0% | +188.3% | -166.3% | +11.6% |
| 1Y | +10.7% | +177.3% | -166.6% | +1.1% |
| 3Y | +94.4% | +56.0% | +38.4% | +82.3% |
| 5Y | +97.2% | +804.0% | -706.8% | +52.9% |
| 10Y | +103.0% | +334.1% | -231.1% | +48.1% |
| All | +380.5% | +317.1% | +63.4% | +235.2% |
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