+344.9%
PBF vs MKTX
+481.5%
-136.7%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | 0.0% | +3.3% | +3.3% |
| 7D | +2.4% | +0.4% | +2.0% | +2.3% |
| 30D | +24.9% | +1.0% | +23.9% | +24.7% |
| 3M | +81.9% | +41.3% | +40.6% | +70.9% |
| 6M | +79.4% | -11.3% | +90.7% | +81.5% |
| YTD | +188.3% | -8.6% | +196.9% | +189.5% |
| 1Y | +177.3% | -11.1% | +188.3% | +179.4% |
| 3Y | +56.0% | -24.5% | +80.5% | +58.3% |
| 5Y | +804.0% | -61.4% | +865.4% | +925.4% |
| 10Y | +334.1% | +6.8% | +327.3% | +226.7% |
| All | +344.9% | +481.5% | -136.7% | +98.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling