+61.2%
PBF vs MAS
+24.1%
+37.1%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +5.6% | -12.3% | -4.0% |
| 7D | -0.9% | +14.2% | -15.1% | +5.3% |
| 30D | -13.7% | +26.8% | -40.5% | -3.4% |
| 3M | +10.6% | +13.1% | -2.5% | +16.6% |
| 6M | +61.2% | +27.9% | +33.2% | +91.3% |
| All | +61.2% | +24.1% | +37.1% | +91.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling