+4.9%
AA vs PBF
+90.5%
-85.6%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.5% | -2.2% | -1.8% |
| 7D | +0.5% | +6.5% | -6.0% | +0.3% |
| 30D | -0.6% | -20.0% | +19.4% | -0.1% |
| 3M | -19.7% | -3.3% | -16.3% | -19.6% |
| 6M | -41.6% | +76.8% | -118.4% | -42.0% |
| YTD | -24.6% | +168.9% | -193.6% | -27.5% |
| 1Y | +4.9% | +96.4% | -91.5% | +1.7% |
| All | +4.9% | +90.5% | -85.6% | +1.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling