+10.9%
MSCI vs PBF
+57.6%
-46.7%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -7.4% | +2.4% | -5.0% |
| 7D | +2.8% | -13.8% | +16.6% | +2.6% |
| 30D | +15.4% | -19.6% | +35.0% | +15.0% |
| 3M | +13.4% | +10.3% | +3.2% | +13.6% |
| 6M | +10.9% | +63.4% | -52.5% | +9.0% |
| All | +10.9% | +57.6% | -46.7% | +9.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling