+170.0%
PBF vs MKTX
-8.5%
+178.5%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.3% | -1.3% |
| 7D | +4.3% | +0.4% | +3.9% | +4.2% |
| 30D | +22.0% | +1.1% | +20.9% | +21.7% |
| 3M | +74.5% | +36.1% | +38.4% | +65.5% |
| 6M | +67.7% | -12.9% | +80.6% | +51.2% |
| YTD | +179.2% | -8.5% | +187.7% | +156.3% |
| 1Y | +170.0% | -7.5% | +177.5% | +156.2% |
| All | +170.0% | -8.5% | +178.5% | +156.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 1y: compounded portfolio wealth divided by compounded MKTX 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…
1y analysis · Full analysis span regression · 6 months rolling