+4.9%
MSFT vs PBF
+90.5%
-85.5%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.3% | +0.2% |
| 7D | -1.3% | +6.5% | -7.7% | -1.4% |
| 30D | -1.8% | -20.0% | +18.2% | -1.5% |
| 3M | +5.6% | -3.3% | +9.0% | +5.4% |
| 6M | +29.8% | +76.8% | -47.0% | +30.4% |
| YTD | +9.0% | +168.9% | -159.9% | +11.6% |
| 1Y | +4.9% | +96.4% | -91.4% | +7.6% |
| All | +4.9% | +90.5% | -85.5% | +7.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling