+72.5%
PBF vs M
+159.6%
-87.0%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -0.9% | +6.7% | +6.0% |
| 7D | -4.0% | -3.3% | -0.7% | -3.5% |
| 30D | -18.0% | +8.1% | -26.1% | -19.4% |
| 3M | +0.9% | +2.2% | -1.3% | +0.1% |
| 6M | +65.7% | +35.1% | +30.6% | +53.7% |
| YTD | +161.9% | +15.8% | +146.0% | +149.6% |
| 1Y | +77.8% | +25.8% | +52.0% | +65.9% |
| All | +72.5% | +159.6% | -87.0% | +28.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling