+89.3%
MRVL vs PBF
+78.3%
+11.0%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +5.8% | +3.5% | +9.6% |
| 7D | +5.6% | -4.0% | +9.6% | +5.2% |
| 30D | -36.5% | -18.0% | -18.5% | -37.5% |
| 3M | -20.5% | +0.9% | -21.4% | -19.6% |
| 6M | -1.1% | +65.7% | -66.9% | +9.0% |
| YTD | +99.0% | +161.9% | -62.9% | +110.0% |
| 1Y | +89.3% | +77.8% | +11.5% | +116.0% |
| All | +89.3% | +78.3% | +11.0% | +116.0% |
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