+578.8%
MS vs PBF
+299.9%
+279.0%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +3.4% | -0.3% | +2.5% |
| 7D | +0.7% | -7.4% | +8.1% | +2.1% |
| 30D | -0.9% | -17.5% | +16.5% | +2.2% |
| 3M | -13.0% | +13.1% | -26.1% | -15.9% |
| 6M | -2.0% | +72.6% | -74.6% | -13.4% |
| YTD | +7.8% | +161.2% | -153.4% | -14.3% |
| 1Y | +17.9% | +93.3% | -75.5% | -1.0% |
| 3Y | +174.8% | +80.7% | +94.1% | +122.5% |
| 5Y | +119.9% | +396.1% | -276.2% | +32.2% |
| 10Y | +578.8% | +252.3% | +326.6% | +251.1% |
| All | +578.8% | +299.9% | +279.0% | +251.1% |
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