+296.9%
PM vs PBF
+303.9%
-6.9%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.3% | -0.6% | -1.9% |
| 7D | -4.9% | +4.3% | -9.2% | -5.2% |
| 30D | -3.4% | +22.0% | -25.4% | -4.9% |
| 3M | +5.2% | +74.5% | -69.3% | +0.4% |
| 6M | +3.7% | +67.7% | -64.0% | -1.2% |
| YTD | +15.8% | +179.2% | -163.4% | +5.7% |
| 1Y | +17.4% | +170.0% | -152.6% | +7.0% |
| 3Y | +116.9% | +66.4% | +50.5% | +101.7% |
| 5Y | +117.3% | +764.5% | -647.2% | +66.5% |
| 10Y | +193.8% | +358.5% | -164.8% | +108.8% |
| All | +296.9% | +303.9% | -6.9% | +164.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling