+76.2%
PBF vs MAS
+67.0%
+9.3%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +5.6% | -12.3% | -7.1% |
| 7D | -0.9% | +14.2% | -15.1% | -2.0% |
| 30D | -13.7% | +26.8% | -40.5% | -15.5% |
| 3M | +10.6% | +13.1% | -2.5% | +9.4% |
| 6M | +61.2% | +27.9% | +33.2% | +54.7% |
| YTD | +172.7% | +38.7% | +134.1% | +149.0% |
| 1Y | +111.0% | +40.4% | +70.6% | +90.9% |
| All | +76.2% | +67.0% | +9.3% | +42.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS 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 MAS 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