+146.0%
PM vs PBF
+59.0%
+87.0%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.6% | -0.2% | -1.8% |
| 7D | -5.2% | -13.8% | +8.5% | -5.4% |
| 30D | +2.7% | -19.6% | +22.3% | +2.4% |
| 3M | +6.1% | +10.3% | -4.1% | +6.4% |
| 6M | +18.0% | +63.4% | -45.4% | +18.4% |
| YTD | +26.6% | +152.6% | -126.1% | +26.6% |
| 1Y | +36.7% | +87.4% | -50.7% | +36.9% |
| 3Y | +146.0% | +63.3% | +82.8% | +144.5% |
| All | +146.0% | +59.0% | +87.0% | +144.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling