+334.9%
PBF vs MDY
+175.0%
+159.9%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.9% | +1.7% | +2.1% |
| 7D | +2.3% | -2.5% | +4.8% | +6.2% |
| 30D | +11.6% | -5.0% | +16.6% | +20.3% |
| 3M | +81.7% | +0.5% | +81.3% | +78.8% |
| 6M | +96.4% | +8.0% | +88.4% | +66.6% |
| YTD | +189.5% | +12.2% | +177.3% | +130.3% |
| 1Y | +180.7% | +14.0% | +166.8% | +117.0% |
| 3Y | +56.6% | +48.2% | +8.5% | -22.2% |
| 5Y | +802.0% | +46.1% | +755.9% | +336.8% |
| All | +334.9% | +175.0% | +159.9% | -17.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling