+334.1%
PBF vs M
-6.4%
+340.5%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -2.6% | +5.9% | +4.4% |
| 7D | +2.4% | +2.4% | 0.0% | +1.3% |
| 30D | +24.9% | -11.6% | +36.5% | +31.2% |
| 3M | +81.9% | +1.6% | +80.2% | +78.3% |
| 6M | +79.4% | +25.2% | +54.2% | +58.1% |
| YTD | +188.3% | +3.8% | +184.6% | +173.3% |
| 1Y | +177.3% | +36.3% | +140.9% | +131.1% |
| 3Y | +56.0% | +116.3% | -60.3% | -7.1% |
| 5Y | +804.0% | +28.2% | +775.8% | +469.2% |
| 10Y | +334.1% | -3.4% | +337.5% | +97.3% |
| All | +334.1% | -6.4% | +340.5% | +97.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling