+82.7%
MRVL vs PBF
+120.1%
-37.3%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -6.7% | -0.4% | -7.6% |
| 7D | -36.5% | -0.9% | -35.6% | -36.4% |
| 30D | -41.1% | -13.7% | -27.4% | -41.6% |
| 3M | -26.9% | +10.6% | -37.5% | -25.3% |
| 6M | -2.3% | +61.2% | -63.5% | +6.7% |
| YTD | +88.4% | +172.7% | -84.4% | +97.3% |
| 1Y | +82.7% | +111.0% | -28.3% | +99.0% |
| All | +82.7% | +120.1% | -37.3% | +99.0% |
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