+334.0%
PM vs PBF
+265.5%
+68.5%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.6% | -0.2% | -1.7% |
| 7D | -5.2% | -13.8% | +8.5% | -4.3% |
| 30D | +2.7% | -19.6% | +22.3% | +4.1% |
| 3M | +6.1% | +10.3% | -4.1% | +4.9% |
| 6M | +18.0% | +63.4% | -45.4% | +12.9% |
| YTD | +26.6% | +152.6% | -126.1% | +16.1% |
| 1Y | +36.7% | +87.4% | -50.7% | +28.1% |
| 3Y | +146.0% | +63.3% | +82.8% | +128.3% |
| 5Y | +164.1% | +412.5% | -248.4% | +113.0% |
| 10Y | +238.8% | +282.5% | -43.7% | +144.0% |
| All | +334.0% | +265.5% | +68.5% | +190.6% |
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