+250.9%
PBF vs MKC
+25.8%
+225.1%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.2% | -0.7% | +0.2% |
| 7D | +6.5% | -3.0% | +9.4% | +7.0% |
| 30D | -20.0% | +4.8% | -24.8% | -20.8% |
| 3M | -3.3% | -12.8% | +9.5% | -1.1% |
| 6M | +76.8% | +5.0% | +71.8% | +74.7% |
| YTD | +168.9% | -29.1% | +198.0% | +184.0% |
| 1Y | +96.4% | -26.4% | +122.7% | +105.5% |
| 3Y | +77.2% | -21.6% | +98.8% | +80.1% |
| 5Y | +417.7% | -35.2% | +453.0% | +437.6% |
| All | +250.9% | +25.8% | +225.1% | +163.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 MKC 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