+56.0%
PBF vs MTB
+118.5%
-62.5%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.6% | +3.9% | +3.6% |
| 7D | +2.4% | +2.8% | -0.4% | +1.0% |
| 30D | +24.9% | -4.2% | +29.0% | +27.5% |
| 3M | +81.9% | +7.8% | +74.1% | +74.3% |
| 6M | +79.4% | +14.8% | +64.5% | +64.7% |
| YTD | +188.3% | +20.8% | +167.5% | +156.9% |
| 1Y | +177.3% | +23.1% | +154.1% | +143.6% |
| 3Y | +56.0% | +114.8% | -58.8% | +15.0% |
| All | +56.0% | +118.5% | -62.5% | +15.0% |
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