+284.5%
PBF vs MOD
+911.6%
-627.1%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -2.0% | -5.4% | -6.8% |
| 7D | -13.8% | -25.5% | +11.8% | -6.3% |
| 30D | -19.6% | -49.0% | +29.4% | -3.0% |
| 3M | +10.3% | -49.8% | +60.1% | +32.6% |
| 6M | +63.4% | -64.8% | +128.2% | +111.4% |
| YTD | +152.6% | -27.6% | +180.3% | +145.4% |
| 1Y | +87.4% | -35.2% | +122.6% | +86.3% |
| 3Y | +63.3% | +137.1% | -73.9% | -18.6% |
| 5Y | +412.5% | +760.3% | -347.8% | +22.2% |
| All | +284.5% | +911.6% | -627.1% | -36.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MOD.
Daily Out/Under-Performance
Portfolio return minus MOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOD 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 MOD 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