+542.0%
MS vs PBF
+260.7%
+281.2%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.3% | +0.7% |
| 7D | +5.1% | +6.5% | -1.4% | +3.8% |
| 30D | +5.7% | -20.0% | +25.7% | +9.6% |
| 3M | -12.2% | -3.3% | -8.8% | -12.5% |
| 6M | -0.5% | +76.8% | -77.3% | -12.5% |
| YTD | +9.8% | +168.9% | -159.1% | -13.2% |
| 1Y | +17.7% | +96.4% | -78.6% | -1.3% |
| 3Y | +176.8% | +77.2% | +99.6% | +125.1% |
| 5Y | +123.7% | +417.7% | -294.0% | +33.3% |
| All | +542.0% | +260.7% | +281.2% | +229.8% |
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