+173.9%
PBF vs MULL
+2,481.0%
-2,307.2%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -3.0% | +6.3% | +3.5% |
| 7D | +2.4% | +14.0% | -11.6% | +1.4% |
| 30D | +24.9% | +24.8% | +0.1% | +22.6% |
| 3M | +81.9% | -16.1% | +98.0% | +77.1% |
| 6M | +79.4% | +330.9% | -251.5% | +41.2% |
| YTD | +188.3% | +545.0% | -356.7% | +105.9% |
| 1Y | +177.3% | +2,427.1% | -2,249.9% | +48.8% |
| All | +173.9% | +2,481.0% | -2,307.2% | +28.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling