+2,203.3%
MSFT vs PBF
+303.9%
+1,899.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.3% | -0.7% | -1.9% |
| 7D | -2.7% | +4.3% | -7.0% | -3.1% |
| 30D | +2.7% | +22.0% | -19.3% | +0.6% |
| 3M | +17.0% | +74.5% | -57.5% | +10.4% |
| 6M | +23.8% | +67.7% | -43.9% | +16.6% |
| YTD | +4.0% | +179.2% | -175.2% | -7.4% |
| 1Y | -0.8% | +170.0% | -170.8% | -11.9% |
| 3Y | +55.6% | +66.4% | -10.8% | +41.5% |
| 5Y | +72.9% | +764.5% | -691.6% | +24.4% |
| 10Y | +875.8% | +358.5% | +517.3% | +554.1% |
| All | +2,203.3% | +303.9% | +1,899.5% | +1,385.3% |
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