+330.8%
PBF vs MDY
+344.7%
-13.9%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.1% | -1.4% | -1.5% |
| 7D | +4.3% | +0.1% | +4.2% | +4.0% |
| 30D | +22.0% | -1.5% | +23.5% | +24.6% |
| 3M | +74.5% | +0.8% | +73.7% | +70.8% |
| 6M | +67.7% | +7.4% | +60.3% | +44.3% |
| YTD | +179.2% | +15.2% | +164.0% | +115.7% |
| 1Y | +170.0% | +16.5% | +153.5% | +104.2% |
| 3Y | +66.4% | +46.8% | +19.6% | -13.0% |
| 5Y | +764.5% | +46.0% | +718.5% | +340.3% |
| 10Y | +358.5% | +172.1% | +186.5% | +8.5% |
| All | +330.8% | +344.7% | -13.9% | -36.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling