+117.4%
PM vs PBF
+772.7%
-655.3%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.3% | -0.6% | -1.9% |
| 7D | -4.9% | +4.3% | -9.2% | -4.9% |
| 30D | -3.4% | +22.0% | -25.4% | -3.7% |
| 3M | +5.2% | +74.5% | -69.3% | +4.0% |
| 6M | +3.7% | +67.7% | -64.0% | +2.5% |
| YTD | +15.8% | +179.2% | -163.4% | +12.7% |
| 1Y | +17.4% | +170.0% | -152.6% | +14.3% |
| 3Y | +116.9% | +66.4% | +50.5% | +113.6% |
| All | +117.4% | +772.7% | -655.3% | +96.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling