+90.5%
AA vs PBF
+62.4%
+28.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +3.3% | +0.3% | +2.8% |
| 7D | +1.7% | +2.4% | -0.7% | +1.1% |
| 30D | +3.3% | +24.9% | -21.5% | -2.4% |
| 3M | -29.4% | +81.9% | -111.3% | -40.3% |
| 6M | -12.8% | +79.4% | -92.2% | -27.7% |
| YTD | -2.1% | +188.3% | -190.4% | -31.5% |
| 1Y | +62.8% | +177.3% | -114.5% | +12.3% |
| 3Y | +90.5% | +56.0% | +34.5% | +42.4% |
| All | +90.5% | +62.4% | +28.1% | +42.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling