+607.1%
MS vs PBF
+276.6%
+330.5%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.1% | -0.3% |
| 7D | -1.6% | -13.8% | +12.2% | +1.0% |
| 30D | -3.8% | -19.6% | +15.8% | -0.4% |
| 3M | -14.6% | +10.3% | -24.9% | -17.1% |
| 6M | -5.1% | +63.4% | -68.5% | -15.4% |
| YTD | +4.5% | +152.6% | -148.1% | -16.5% |
| 1Y | +13.5% | +87.4% | -73.8% | -4.2% |
| 3Y | +160.4% | +63.3% | +97.1% | +114.8% |
| 5Y | +112.9% | +412.5% | -299.6% | +26.3% |
| All | +607.1% | +276.6% | +330.5% | +246.6% |
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