+885.0%
MSFT vs PBF
+351.3%
+533.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.1% | -0.4% |
| 7D | -1.0% | +1.4% | -2.4% | -1.2% |
| 30D | -2.7% | +15.8% | -18.5% | -4.1% |
| 3M | +22.1% | +90.3% | -68.2% | +14.9% |
| 6M | +20.6% | +102.8% | -82.2% | +12.2% |
| YTD | +2.3% | +187.3% | -185.0% | -8.3% |
| 1Y | -0.5% | +161.8% | -162.4% | -10.6% |
| 3Y | +50.5% | +55.5% | -4.9% | +38.9% |
| 5Y | +72.3% | +801.9% | -729.6% | +26.3% |
| 10Y | +885.0% | +362.2% | +522.8% | +615.2% |
| All | +885.0% | +351.3% | +533.7% | +615.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling