+420.9%
PBF vs MAS
+41.7%
+379.2%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -3.4% | -2.4% | -5.4% |
| 7D | -9.5% | +4.6% | -14.0% | -10.1% |
| 30D | -17.5% | +19.9% | -37.4% | -19.7% |
| 3M | +12.2% | +8.9% | +3.3% | +10.6% |
| 6M | +49.6% | +20.2% | +29.4% | +43.4% |
| YTD | +156.8% | +33.9% | +122.9% | +135.3% |
| 1Y | +98.6% | +34.7% | +63.9% | +81.3% |
| 3Y | +63.4% | +60.4% | +3.0% | +43.7% |
| 5Y | +420.9% | +43.5% | +377.4% | +355.8% |
| All | +420.9% | +41.7% | +379.2% | +355.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling