+330.8%
PBF vs MAS
+528.8%
-198.0%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.8% | -3.1% | -2.1% |
| 7D | +4.3% | -0.8% | +5.0% | +4.5% |
| 30D | +22.0% | -5.6% | +27.5% | +24.7% |
| 3M | +74.5% | +4.4% | +70.1% | +67.1% |
| 6M | +67.7% | +7.2% | +60.5% | +54.5% |
| YTD | +179.2% | +16.1% | +163.1% | +144.2% |
| 1Y | +170.0% | +0.1% | +169.9% | +153.1% |
| 3Y | +66.4% | +28.3% | +38.1% | +33.6% |
| 5Y | +764.5% | +30.5% | +734.0% | +553.1% |
| 10Y | +358.5% | +139.1% | +219.4% | +146.7% |
| All | +330.8% | +528.8% | -198.0% | +71.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling