+556.2%
MS vs PBF
+261.5%
+294.7%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +5.8% | -4.2% | +0.6% |
| 7D | -1.7% | -4.0% | +2.2% | -1.0% |
| 30D | +0.9% | -18.0% | +18.9% | +4.2% |
| 3M | -10.8% | +0.9% | -11.8% | -11.9% |
| 6M | +0.9% | +65.7% | -64.8% | -10.2% |
| YTD | +9.8% | +161.9% | -152.1% | -12.8% |
| 1Y | +17.1% | +77.8% | -60.7% | +0.1% |
| 3Y | +175.7% | +74.9% | +100.8% | +124.6% |
| 5Y | +125.9% | +423.4% | -297.5% | +34.1% |
| 10Y | +556.2% | +255.2% | +301.0% | +237.0% |
| All | +556.2% | +261.5% | +294.7% | +237.0% |
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 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