+808.5%
MS vs PBF
+355.1%
+453.5%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.3% | +1.6% | +0.5% |
| 7D | +1.4% | +4.3% | -2.9% | +0.6% |
| 30D | -0.3% | +22.0% | -22.2% | -4.1% |
| 3M | +0.3% | +74.5% | -74.2% | -10.7% |
| 6M | +31.3% | +67.7% | -36.3% | +16.0% |
| YTD | +24.7% | +179.2% | -154.5% | -1.4% |
| 1Y | +47.9% | +170.0% | -122.1% | +16.3% |
| 3Y | +178.3% | +66.4% | +112.0% | +130.5% |
| 5Y | +144.9% | +764.5% | -619.6% | +29.4% |
| All | +808.5% | +355.1% | +453.5% | +341.6% |
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