+181.3%
MS vs PBF
+65.3%
+116.0%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.3% | +1.6% | +0.4% |
| 7D | +1.4% | +4.3% | -2.9% | +0.9% |
| 30D | -0.3% | +22.0% | -22.2% | -2.3% |
| 3M | +0.3% | +74.5% | -74.2% | -5.8% |
| 6M | +31.3% | +67.7% | -36.3% | +22.8% |
| YTD | +24.7% | +179.2% | -154.5% | +7.4% |
| 1Y | +47.9% | +170.0% | -122.1% | +26.4% |
| All | +181.3% | +65.3% | +116.0% | +130.8% |
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 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