+19.1%
AA vs PBF
+735.5%
-716.4%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +3.3% | +0.3% | +2.6% |
| 7D | +1.7% | +2.4% | -0.7% | +1.0% |
| 30D | +3.3% | +24.9% | -21.5% | -3.5% |
| 3M | -29.4% | +81.9% | -111.3% | -42.1% |
| 6M | -12.8% | +79.4% | -92.2% | -29.9% |
| YTD | -2.1% | +188.3% | -190.4% | -33.8% |
| 1Y | +62.8% | +177.3% | -114.5% | +9.0% |
| 3Y | +90.5% | +56.0% | +34.5% | +45.5% |
| 5Y | +19.1% | +804.0% | -785.0% | -47.7% |
| All | +19.1% | +735.5% | -716.4% | -47.7% |
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 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