-2.7%
MSCI vs PBF
+176.6%
-179.2%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +3.3% | -7.0% | -3.7% |
| 7D | -2.1% | +2.4% | -4.5% | -2.0% |
| 30D | -1.7% | +24.9% | -26.6% | -1.1% |
| 3M | -8.2% | +81.9% | -90.1% | -6.7% |
| 6M | -2.4% | +79.4% | -81.8% | -1.0% |
| YTD | -2.8% | +188.3% | -191.1% | +1.5% |
| 1Y | -2.7% | +177.3% | -179.9% | +1.4% |
| All | -2.7% | +176.6% | -179.2% | +1.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling