+111.0%
PBF vs MULL
+444.9%
-333.9%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -13.8% | +7.1% | -6.6% |
| 7D | -0.9% | -35.9% | +35.0% | -0.7% |
| 30D | -13.7% | -47.3% | +33.6% | -13.5% |
| 3M | +10.6% | -30.6% | +41.2% | +10.7% |
| 6M | +61.2% | +13.7% | +47.5% | +62.5% |
| YTD | +172.7% | +272.1% | -99.4% | +160.9% |
| 1Y | +111.0% | +475.1% | -364.1% | +86.7% |
| All | +111.0% | +444.9% | -333.9% | +86.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL 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 1y: compounded portfolio wealth divided by compounded MULL 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…
1y analysis · Full analysis span regression · 6 months rolling