-7.5%
MSCI vs PBF
+772.7%
-780.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +1.0% | -0.2% |
| 7D | +0.4% | +4.3% | -3.9% | +0.2% |
| 30D | +0.6% | +22.0% | -21.4% | -0.6% |
| 3M | -7.1% | +74.5% | -81.6% | -10.4% |
| 6M | +0.8% | +67.7% | -66.8% | -2.9% |
| YTD | +1.0% | +179.2% | -178.2% | -6.2% |
| 1Y | +4.3% | +170.0% | -165.7% | -3.5% |
| 3Y | +9.9% | +66.4% | -56.4% | +2.4% |
| All | -7.5% | +772.7% | -780.1% | -18.3% |
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