+750.5%
PBF vs MDY
+46.3%
+704.2%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.8% | +0.8% | +0.8% |
| 7D | +5.3% | -1.9% | +7.2% | +7.1% |
| 30D | +11.7% | -4.6% | +16.4% | +16.6% |
| 3M | +91.1% | -1.2% | +92.3% | +92.7% |
| 6M | +88.4% | +9.2% | +79.2% | +68.4% |
| YTD | +194.1% | +13.1% | +181.0% | +152.6% |
| 1Y | +180.4% | +13.0% | +167.4% | +140.9% |
| 3Y | +59.3% | +49.2% | +10.1% | +3.7% |
| All | +750.5% | +46.3% | +704.2% | +470.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling