-37.1%
AA vs PBF
+57.6%
-94.7%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.6% | +4.5% | +3.0% |
| 7D | +0.9% | -13.8% | +14.6% | +1.2% |
| 30D | -6.7% | -19.6% | +12.9% | -6.2% |
| 3M | -16.3% | +10.3% | -26.6% | -16.1% |
| 6M | -37.1% | +63.4% | -100.6% | -34.1% |
| All | -37.1% | +57.6% | -94.7% | -34.1% |
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