+330.8%
PBF vs M
+0.4%
+330.4%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.6% | -3.9% | -2.4% |
| 7D | +4.3% | +4.7% | -0.4% | +2.3% |
| 30D | +22.0% | -9.6% | +31.6% | +26.9% |
| 3M | +74.5% | +0.9% | +73.6% | +71.8% |
| 6M | +67.7% | +22.3% | +45.4% | +50.2% |
| YTD | +179.2% | +6.5% | +172.7% | +162.6% |
| 1Y | +170.0% | +38.8% | +131.2% | +125.3% |
| 3Y | +66.4% | +115.9% | -49.5% | +2.0% |
| 5Y | +764.5% | +28.6% | +735.9% | +465.2% |
| 10Y | +358.5% | -2.5% | +361.1% | +129.0% |
| All | +330.8% | +0.4% | +330.4% | +84.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling