+180.7%
PBF vs MDY
+13.9%
+166.8%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.9% | +1.7% | +0.5% |
| 7D | +2.3% | -2.5% | +4.8% | +1.7% |
| 30D | +11.6% | -5.0% | +16.6% | +10.2% |
| 3M | +81.7% | +0.5% | +81.3% | +82.4% |
| 6M | +96.4% | +8.0% | +88.4% | +97.4% |
| YTD | +189.5% | +12.2% | +177.3% | +180.0% |
| 1Y | +180.7% | +14.0% | +166.8% | +164.9% |
| All | +180.7% | +13.9% | +166.8% | +164.9% |
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