+347.3%
PBF vs MOD
+1,642.7%
-1,295.5%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +4.3% | -5.6% | -2.6% |
| 7D | +4.3% | +9.6% | -5.3% | +1.4% |
| 30D | +22.0% | 0.0% | +22.0% | +21.7% |
| 3M | +74.5% | -35.4% | +109.9% | +94.4% |
| 6M | +67.7% | -7.3% | +75.0% | +59.9% |
| YTD | +179.2% | +45.8% | +133.4% | +124.5% |
| 1Y | +170.0% | +43.1% | +126.9% | +112.1% |
| 3Y | +66.4% | +297.7% | -231.3% | -26.5% |
| 5Y | +764.5% | +1,478.8% | -714.3% | +81.3% |
| All | +347.3% | +1,642.7% | -1,295.5% | -32.8% |
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