+395.3%
PBF vs MOD
+748.9%
-353.7%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -2.0% | -5.4% | -7.2% |
| 7D | -13.8% | -25.5% | +11.8% | -11.1% |
| 30D | -19.6% | -49.0% | +29.4% | -14.0% |
| 3M | +10.3% | -49.8% | +60.1% | +17.9% |
| 6M | +63.4% | -64.8% | +128.2% | +79.2% |
| YTD | +152.6% | -27.6% | +180.3% | +147.0% |
| 1Y | +87.4% | -35.2% | +122.6% | +85.3% |
| 3Y | +63.3% | +137.1% | -73.9% | +24.8% |
| All | +395.3% | +748.9% | -353.7% | +236.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling