+170.0%
PBF vs M
+46.1%
+123.9%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.6% | -3.9% | -1.5% |
| 7D | +4.3% | +4.7% | -0.4% | +4.0% |
| 30D | +22.0% | -9.6% | +31.6% | +22.6% |
| 3M | +74.5% | +0.9% | +73.6% | +73.6% |
| 6M | +67.7% | +22.3% | +45.4% | +62.8% |
| YTD | +179.2% | +6.5% | +172.7% | +178.5% |
| 1Y | +170.0% | +38.8% | +131.2% | +145.3% |
| All | +170.0% | +46.1% | +123.9% | +145.3% |
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