+2,357.6%
MSFT vs PBF
+258.1%
+2,099.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -5.2% | +3.0% | -1.7% |
| 7D | +2.3% | -15.3% | +17.6% | +3.9% |
| 30D | -0.4% | -21.8% | +21.4% | +1.8% |
| 3M | +5.6% | -0.2% | +5.8% | +4.9% |
| 6M | +29.0% | +63.6% | -34.6% | +21.9% |
| YTD | +10.9% | +147.5% | -136.6% | -0.5% |
| 1Y | +6.2% | +69.8% | -63.6% | -1.2% |
| 3Y | +47.6% | +65.3% | -17.7% | +33.8% |
| 5Y | +67.9% | +393.4% | -325.5% | +29.2% |
| 10Y | +922.9% | +240.3% | +682.6% | +611.8% |
| All | +2,357.6% | +258.1% | +2,099.5% | +1,495.9% |
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