+2,149.9%
MSCI vs PBF
+303.9%
+1,846.0%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +1.0% | -0.2% |
| 7D | +0.4% | +4.3% | -3.9% | 0.0% |
| 30D | +0.6% | +22.0% | -21.4% | -1.5% |
| 3M | -7.1% | +74.5% | -81.6% | -12.5% |
| 6M | +0.8% | +67.7% | -66.8% | -5.2% |
| YTD | +1.0% | +179.2% | -178.2% | -10.3% |
| 1Y | +4.3% | +170.0% | -165.7% | -7.6% |
| 3Y | +9.9% | +66.4% | -56.4% | -0.3% |
| 5Y | -6.8% | +764.5% | -771.3% | -32.3% |
| 10Y | +614.7% | +358.5% | +256.1% | +381.1% |
| All | +2,149.9% | +303.9% | +1,846.0% | +1,316.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling