+15.9%
MS vs PBF
+92.2%
-76.3%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +3.4% | -0.3% | +3.1% |
| 7D | +0.7% | -7.4% | +8.1% | +0.6% |
| 30D | -0.9% | -17.5% | +16.5% | -1.2% |
| 3M | -13.0% | +13.1% | -26.1% | -12.7% |
| 6M | -2.0% | +72.6% | -74.6% | +0.1% |
| YTD | +7.8% | +161.2% | -153.4% | +8.1% |
| All | +15.9% | +92.2% | -76.3% | +18.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling