+55.7%
PBF vs MDY
+48.7%
+7.0%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.7% | +0.5% |
| 7D | +1.4% | -0.8% | +2.1% | +2.0% |
| 30D | +15.8% | -3.9% | +19.7% | +19.6% |
| 3M | +90.3% | 0.0% | +90.3% | +89.4% |
| 6M | +102.8% | +8.5% | +94.3% | +83.4% |
| YTD | +187.3% | +13.2% | +174.1% | +147.2% |
| 1Y | +161.8% | +15.0% | +146.8% | +121.0% |
| All | +55.7% | +48.7% | +7.0% | +2.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling