+801.9%
PBF vs MKC
-34.7%
+836.6%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | -0.3% |
| 7D | +1.4% | -4.3% | +5.7% | +1.6% |
| 30D | +15.8% | -3.1% | +19.0% | +16.1% |
| 3M | +90.3% | +6.8% | +83.5% | +89.8% |
| 6M | +102.8% | -18.3% | +121.2% | +104.2% |
| YTD | +187.3% | -23.1% | +210.4% | +189.5% |
| 1Y | +161.8% | -23.7% | +185.5% | +164.1% |
| 3Y | +55.5% | -31.0% | +86.5% | +58.2% |
| 5Y | +801.9% | -33.5% | +835.4% | +843.0% |
| All | +801.9% | -34.7% | +836.6% | +843.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling