+362.2%
PBF vs MTB
+172.8%
+189.4%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.2% | -0.2% |
| 7D | +1.4% | +1.1% | +0.3% | +0.4% |
| 30D | +15.8% | -4.6% | +20.5% | +20.6% |
| 3M | +90.3% | +6.3% | +84.0% | +79.3% |
| 6M | +102.8% | +15.6% | +87.2% | +74.2% |
| YTD | +187.3% | +20.6% | +166.8% | +137.6% |
| 1Y | +161.8% | +22.5% | +139.3% | +111.9% |
| 3Y | +55.5% | +114.4% | -59.0% | -28.0% |
| 5Y | +801.9% | +101.9% | +700.0% | +281.0% |
| 10Y | +362.2% | +170.4% | +191.8% | +34.2% |
| All | +362.2% | +172.8% | +189.4% | +34.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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