+72.5%
PBF vs MTB
+105.4%
-32.9%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -0.2% | +6.0% | +5.9% |
| 7D | -4.0% | -2.0% | -2.0% | -2.9% |
| 30D | -18.0% | +0.1% | -18.1% | -18.1% |
| 3M | +0.9% | -12.1% | +13.0% | +7.6% |
| 6M | +65.7% | +7.3% | +58.4% | +57.8% |
| YTD | +161.9% | +11.5% | +150.3% | +140.5% |
| 1Y | +77.8% | +21.3% | +56.5% | +54.5% |
| All | +72.5% | +105.4% | -32.9% | +17.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling