-36.8%
AA vs PBF
+69.8%
-106.6%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +5.8% | -3.1% | +2.4% |
| 7D | +1.1% | -4.0% | +5.1% | +1.2% |
| 30D | -1.3% | -18.0% | +16.7% | -1.0% |
| 3M | -23.9% | +0.9% | -24.8% | -23.7% |
| 6M | -36.8% | +65.7% | -102.5% | -32.6% |
| All | -36.8% | +69.8% | -106.6% | -32.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling