+395.3%
PBF vs M
-11.5%
+406.7%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.6% | +3.0% | -0.6% |
| 7D | -13.8% | -4.3% | -9.5% | -13.1% |
| 30D | -19.6% | +1.3% | -20.9% | -20.2% |
| 3M | +10.3% | -7.4% | +17.6% | +11.3% |
| 6M | +63.4% | +18.3% | +45.1% | +54.5% |
| YTD | +152.6% | +7.6% | +145.1% | +142.5% |
| 1Y | +87.4% | +17.4% | +70.0% | +75.6% |
| 3Y | +63.3% | +108.4% | -45.1% | +24.6% |
| All | +395.3% | -11.5% | +406.7% | +342.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling