+1,954.1%
MRVL vs PBF
+351.3%
+1,602.8%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.3% | +4.6% | +4.3% |
| 7D | +13.8% | +1.4% | +12.5% | +13.6% |
| 30D | +12.7% | +15.8% | -3.2% | +10.3% |
| 3M | -11.9% | +90.3% | -102.2% | -19.6% |
| 6M | +153.8% | +102.8% | +51.0% | +127.2% |
| YTD | +177.0% | +187.3% | -10.4% | +133.5% |
| 1Y | +252.3% | +161.8% | +90.5% | +199.0% |
| 3Y | +325.5% | +55.5% | +270.1% | +274.6% |
| 5Y | +290.9% | +801.9% | -511.0% | +167.1% |
| 10Y | +1,954.1% | +362.2% | +1,591.9% | +1,378.9% |
| All | +1,954.1% | +351.3% | +1,602.8% | +1,378.9% |
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