+423.4%
PBF vs MTB
+65.0%
+358.4%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -0.2% | +6.0% | +5.9% |
| 7D | -4.0% | -2.0% | -2.0% | -3.0% |
| 30D | -18.0% | +0.1% | -18.1% | -18.1% |
| 3M | +0.9% | -12.1% | +13.0% | +7.1% |
| 6M | +65.7% | +7.3% | +58.4% | +58.9% |
| YTD | +161.9% | +11.5% | +150.3% | +144.0% |
| 1Y | +77.8% | +21.3% | +56.5% | +58.3% |
| 3Y | +74.9% | +104.1% | -29.3% | +23.4% |
| 5Y | +423.4% | +61.8% | +361.6% | +260.0% |
| All | +423.4% | +65.0% | +358.4% | +260.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling