+2,416.9%
MSCI vs PBF
+265.5%
+2,151.4%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -7.4% | +2.4% | -4.3% |
| 7D | +2.8% | -13.8% | +16.6% | +4.2% |
| 30D | +15.4% | -19.6% | +35.0% | +17.5% |
| 3M | +13.4% | +10.3% | +3.2% | +11.7% |
| 6M | +10.9% | +63.4% | -52.5% | +4.6% |
| YTD | +13.0% | +152.6% | -139.7% | +1.0% |
| 1Y | +12.0% | +87.4% | -75.3% | +2.9% |
| 3Y | +34.1% | +63.3% | -29.2% | +21.4% |
| 5Y | +3.9% | +412.5% | -408.6% | -19.9% |
| 10Y | +802.0% | +282.5% | +519.5% | +518.7% |
| All | +2,416.9% | +265.5% | +2,151.4% | +1,493.1% |
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