+330.8%
PBF vs MTB
+254.0%
+76.8%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.1% | -1.2% | -1.2% |
| 7D | +4.3% | +1.7% | +2.6% | +2.7% |
| 30D | +22.0% | -4.2% | +26.2% | +26.4% |
| 3M | +74.5% | +8.9% | +65.6% | +61.4% |
| 6M | +67.7% | +10.9% | +56.8% | +50.3% |
| YTD | +179.2% | +21.5% | +157.7% | +131.2% |
| 1Y | +170.0% | +21.9% | +148.1% | +121.5% |
| 3Y | +66.4% | +109.2% | -42.9% | -18.2% |
| 5Y | +764.5% | +102.0% | +662.5% | +287.9% |
| 10Y | +358.5% | +171.9% | +186.6% | +68.5% |
| All | +330.8% | +254.0% | +76.8% | +27.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling