+34.0%
MSCI vs PBF
+78.4%
-44.4%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.8% | -3.3% | -1.6% |
| 7D | -0.7% | +3.8% | -4.5% | -0.8% |
| 30D | +16.2% | -22.2% | +38.3% | +17.1% |
| 3M | +16.1% | +1.3% | +14.9% | +15.8% |
| 6M | +12.9% | +69.0% | -56.1% | +9.6% |
| YTD | +14.8% | +166.5% | -151.7% | +7.6% |
| 1Y | +13.8% | +88.1% | -74.3% | +9.4% |
| All | +34.0% | +78.4% | -44.4% | +20.7% |
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 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