+1,431.0%
MS vs PBF
+294.5%
+1,136.5%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -6.7% | +10.9% | +5.5% |
| 7D | +2.6% | -0.9% | +3.5% | +2.6% |
| 30D | +2.6% | -13.7% | +16.3% | +4.9% |
| 3M | -10.1% | +10.6% | -20.7% | -12.8% |
| 6M | +4.4% | +61.2% | -56.8% | -6.9% |
| YTD | +11.7% | +172.7% | -161.0% | -12.1% |
| 1Y | +20.9% | +111.0% | -90.1% | -0.3% |
| 3Y | +177.1% | +73.6% | +103.6% | +126.0% |
| 5Y | +127.7% | +479.7% | -351.9% | +32.5% |
| 10Y | +684.1% | +312.9% | +371.2% | +283.2% |
| All | +1,431.0% | +294.5% | +1,136.5% | +659.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling