+134.1%
MRVL vs PBF
+420.6%
-286.5%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +5.8% | +3.5% | +8.5% |
| 7D | +5.6% | -4.0% | +9.6% | +6.4% |
| 30D | -36.5% | -18.0% | -18.5% | -34.8% |
| 3M | -20.5% | +0.9% | -21.4% | -21.0% |
| 6M | -1.1% | +65.7% | -66.9% | -9.0% |
| YTD | +99.0% | +161.9% | -62.9% | +63.6% |
| 1Y | +89.3% | +77.8% | +11.5% | +67.3% |
| 3Y | +211.6% | +74.9% | +136.8% | +156.8% |
| 5Y | +134.1% | +423.4% | -289.3% | +61.9% |
| All | +134.1% | +420.6% | -286.5% | +61.9% |
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 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