+18.4%
MRSH vs PBF
+120.1%
-101.6%
-16.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -6.7% | +10.0% | +3.4% |
| 7D | +9.4% | -0.9% | +10.3% | +9.4% |
| 30D | +23.4% | -13.7% | +37.2% | +23.7% |
| 3M | +9.9% | +10.6% | -0.7% | +9.2% |
| 6M | +26.0% | +61.2% | -35.1% | +22.4% |
| YTD | +15.2% | +172.7% | -157.5% | +11.6% |
| 1Y | +18.4% | +111.0% | -92.6% | +13.4% |
| All | +18.4% | +120.1% | -101.6% | +13.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling