+124.8%
MS vs PBF
+380.2%
-255.5%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.2% | +5.5% | +0.8% |
| 7D | +0.8% | -15.3% | +16.1% | +2.5% |
| 30D | -0.7% | -21.8% | +21.1% | +1.6% |
| 3M | -12.4% | -0.2% | -12.2% | -12.9% |
| 6M | -1.7% | +63.6% | -65.3% | -8.1% |
| YTD | +8.0% | +147.5% | -139.5% | -5.8% |
| 1Y | +16.2% | +69.8% | -53.6% | +6.4% |
| 3Y | +171.3% | +65.3% | +106.0% | +136.1% |
| 5Y | +124.8% | +393.4% | -268.6% | +70.7% |
| All | +124.8% | +380.2% | -255.5% | +70.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling