+155.5%
PBF vs MULL
+1,230.7%
-1,075.2%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -5.2% | +5.6% | +0.8% |
| 7D | +6.5% | +24.5% | -18.1% | +4.6% |
| 30D | -20.0% | -35.5% | +15.5% | -18.4% |
| 3M | -3.3% | -44.8% | +41.5% | -1.1% |
| 6M | +76.8% | -45.5% | +122.3% | +71.6% |
| YTD | +168.9% | +232.5% | -63.6% | +98.0% |
| 1Y | +96.4% | +343.3% | -246.9% | +35.1% |
| All | +155.5% | +1,230.7% | -1,075.2% | +23.5% |
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