+111.0%
PBF vs M
+36.6%
+74.5%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +7.6% | -14.3% | -6.1% |
| 7D | -0.9% | +8.3% | -9.2% | -0.3% |
| 30D | -13.7% | +14.2% | -27.9% | -13.1% |
| 3M | +10.6% | -1.1% | +11.7% | +11.6% |
| 6M | +61.2% | +36.6% | +24.6% | +60.5% |
| YTD | +172.7% | +19.8% | +152.9% | +176.3% |
| 1Y | +111.0% | +37.2% | +73.8% | +110.6% |
| All | +111.0% | +36.6% | +74.5% | +110.6% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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