+71.4%
MSFT vs PBF
+735.5%
-664.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.3% | -4.4% | -1.3% |
| 7D | -1.4% | +2.4% | -3.8% | -1.5% |
| 30D | -1.0% | +24.9% | -25.9% | -2.2% |
| 3M | +20.2% | +81.9% | -61.7% | +16.9% |
| 6M | +21.3% | +79.4% | -58.1% | +17.6% |
| YTD | +2.8% | +188.3% | -185.5% | -2.7% |
| 1Y | 0.0% | +177.3% | -177.3% | -5.5% |
| 3Y | +51.2% | +56.0% | -4.8% | +43.9% |
| 5Y | +71.4% | +804.0% | -732.6% | +51.4% |
| All | +71.4% | +735.5% | -664.1% | +51.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling