+132.3%
AA vs PBF
+351.3%
-219.0%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.3% | -1.6% | -1.8% |
| 7D | -0.6% | +1.4% | -2.0% | -1.0% |
| 30D | -1.6% | +15.8% | -17.4% | -6.4% |
| 3M | -29.8% | +90.3% | -120.1% | -44.0% |
| 6M | -16.6% | +102.8% | -119.4% | -36.2% |
| YTD | -4.0% | +187.3% | -191.4% | -35.7% |
| 1Y | +63.5% | +161.8% | -98.3% | +10.9% |
| 3Y | +86.8% | +55.5% | +31.3% | +42.5% |
| 5Y | +12.4% | +801.9% | -789.5% | -55.3% |
| 10Y | +132.3% | +362.2% | -229.9% | -4.3% |
| All | +132.3% | +351.3% | -219.0% | -4.3% |
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