+111.0%
PBF vs MDY
+17.5%
+93.5%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +0.6% | -7.3% | -6.4% |
| 7D | -0.9% | +1.7% | -2.6% | -0.2% |
| 30D | -13.7% | +1.2% | -14.9% | -13.3% |
| 3M | +10.6% | -3.5% | +14.1% | +8.4% |
| 6M | +61.2% | +3.5% | +57.6% | +64.8% |
| YTD | +172.7% | +13.6% | +159.1% | +176.3% |
| 1Y | +111.0% | +17.1% | +94.0% | +107.9% |
| All | +111.0% | +17.5% | +93.5% | +107.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 1y: compounded portfolio wealth divided by compounded MDY 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…
1y analysis · Full analysis span regression · 6 months rolling