-14.8%
AA vs PBF
+407.6%
-422.4%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.6% | +4.5% | +3.4% |
| 7D | +0.9% | -13.8% | +14.6% | +4.9% |
| 30D | -6.7% | -19.6% | +12.9% | -1.6% |
| 3M | -16.3% | +10.3% | -26.6% | -20.1% |
| 6M | -37.1% | +63.4% | -100.6% | -47.8% |
| YTD | -25.0% | +152.6% | -177.6% | -48.2% |
| 1Y | +8.6% | +87.4% | -78.8% | -17.7% |
| 3Y | +57.2% | +63.3% | -6.0% | +15.8% |
| All | -14.8% | +407.6% | -422.4% | -56.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling