+737.2%
PBF vs MKTX
-60.5%
+797.7%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.8% | +0.8% |
| 7D | +2.3% | -0.2% | +2.5% | +2.3% |
| 30D | +11.6% | +0.8% | +10.7% | +11.5% |
| 3M | +81.7% | +41.1% | +40.6% | +77.8% |
| 6M | +96.4% | -9.5% | +106.0% | +93.7% |
| YTD | +189.5% | -8.7% | +198.2% | +185.3% |
| 1Y | +180.7% | -10.0% | +190.7% | +176.8% |
| 3Y | +56.6% | -24.6% | +81.2% | +55.5% |
| All | +737.2% | -60.5% | +797.7% | +630.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling