+20.2%
MRSH vs PBF
+799.3%
-779.2%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.6% | -1.8% | -0.3% |
| 7D | -4.8% | +5.3% | -10.1% | -4.9% |
| 30D | -6.3% | +11.7% | -18.1% | -6.7% |
| 3M | +5.8% | +91.1% | -85.3% | +3.4% |
| 6M | +2.8% | +88.4% | -85.6% | +0.4% |
| YTD | -3.1% | +194.1% | -197.2% | -6.6% |
| 1Y | -11.3% | +180.4% | -191.7% | -14.5% |
| 3Y | -5.0% | +59.3% | -64.3% | -7.7% |
| All | +20.2% | +799.3% | -779.2% | +11.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling