+160.4%
MS vs PBF
+59.0%
+101.4%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -7.4% | +0.9% | -5.8% |
| 7D | -1.6% | -13.8% | +12.2% | -0.2% |
| 30D | -3.8% | -19.6% | +15.8% | -2.0% |
| 3M | -14.6% | +10.3% | -24.9% | -16.0% |
| 6M | -5.1% | +63.4% | -68.5% | -11.0% |
| YTD | +4.5% | +152.6% | -148.1% | -10.0% |
| 1Y | +13.5% | +87.4% | -73.8% | +2.5% |
| 3Y | +160.4% | +63.3% | +97.1% | +112.8% |
| All | +160.4% | +59.0% | +101.4% | +112.8% |
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