+250.9%
PBF vs MDY
+165.3%
+85.6%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.6% |
| 7D | +6.5% | +2.3% | +4.2% | +3.0% |
| 30D | -20.0% | +2.0% | -22.0% | -22.4% |
| 3M | -3.3% | -5.6% | +2.3% | +5.0% |
| 6M | +76.8% | +1.3% | +75.5% | +70.3% |
| YTD | +168.9% | +12.3% | +156.6% | +113.2% |
| 1Y | +96.4% | +15.8% | +80.6% | +48.0% |
| 3Y | +77.2% | +56.5% | +20.7% | -19.2% |
| 5Y | +417.7% | +35.1% | +382.6% | +188.0% |
| All | +250.9% | +165.3% | +85.6% | -39.5% |
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