+198.6%
PM vs PBF
+354.3%
-155.7%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.3% | -2.1% | +1.0% |
| 7D | -1.3% | +2.4% | -3.7% | -1.5% |
| 30D | -2.6% | +24.9% | -27.4% | -4.2% |
| 3M | +5.8% | +81.9% | -76.1% | +0.8% |
| 6M | +10.6% | +79.4% | -68.8% | +5.0% |
| YTD | +17.2% | +188.3% | -171.1% | +6.8% |
| 1Y | +17.6% | +177.3% | -159.6% | +7.2% |
| 3Y | +124.3% | +56.0% | +68.3% | +110.3% |
| 5Y | +125.1% | +804.0% | -678.9% | +71.2% |
| 10Y | +198.6% | +334.1% | -135.5% | +115.0% |
| All | +198.6% | +354.3% | -155.7% | +115.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PBF.
Daily Out/Under-Performance
Portfolio return minus PBF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBF 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 10y: compounded portfolio wealth divided by compounded PBF 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…
10y analysis · Full analysis span regression · 6 months rolling