+718.6%
PBF vs M
+27.3%
+691.3%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.6% | -3.9% | -1.9% |
| 7D | +4.3% | +4.7% | -0.4% | +3.2% |
| 30D | +22.0% | -9.6% | +31.6% | +24.7% |
| 3M | +74.5% | +0.9% | +73.6% | +73.1% |
| 6M | +67.7% | +22.3% | +45.4% | +57.6% |
| YTD | +179.2% | +6.5% | +172.7% | +170.4% |
| 1Y | +170.0% | +38.8% | +131.2% | +143.8% |
| 3Y | +66.4% | +115.9% | -49.5% | +26.6% |
| All | +718.6% | +27.3% | +691.3% | +552.7% |
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