+171.3%
MS vs PBF
+69.3%
+102.0%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.2% | +5.5% | +0.7% |
| 7D | +0.8% | -15.3% | +16.1% | +2.3% |
| 30D | -0.7% | -21.8% | +21.1% | +1.4% |
| 3M | -12.4% | -0.2% | -12.2% | -12.9% |
| 6M | -1.7% | +63.6% | -65.3% | -7.9% |
| YTD | +8.0% | +147.5% | -139.5% | -6.6% |
| 1Y | +16.2% | +69.8% | -53.6% | +6.6% |
| 3Y | +171.3% | +65.3% | +106.0% | +119.0% |
| All | +171.3% | +69.3% | +102.0% | +119.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling