+779.7%
MSCI vs PBF
+299.9%
+479.8%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.4% | -2.5% | +0.6% |
| 7D | +1.5% | -7.4% | +8.8% | +2.1% |
| 30D | +14.4% | -17.5% | +31.9% | +16.1% |
| 3M | +15.2% | +13.1% | +2.1% | +13.3% |
| 6M | +11.2% | +72.6% | -61.4% | +4.7% |
| YTD | +13.9% | +161.2% | -147.3% | +2.0% |
| 1Y | +12.5% | +93.3% | -80.8% | +3.5% |
| 3Y | +32.3% | +80.7% | -48.4% | +19.1% |
| 5Y | +4.9% | +396.1% | -391.2% | -18.0% |
| 10Y | +779.7% | +252.3% | +527.4% | +533.6% |
| All | +779.7% | +299.9% | +479.8% | +533.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling