+111.7%
AA vs PBF
+265.5%
-153.7%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.6% | +4.5% | +3.4% |
| 7D | +0.9% | -13.8% | +14.6% | +5.1% |
| 30D | -6.7% | -19.6% | +12.9% | -1.4% |
| 3M | -16.3% | +10.3% | -26.6% | -20.2% |
| 6M | -37.1% | +63.4% | -100.6% | -47.8% |
| YTD | -25.0% | +152.6% | -177.6% | -47.4% |
| 1Y | +8.6% | +87.4% | -78.8% | -17.2% |
| 3Y | +57.2% | +63.3% | -6.0% | +18.4% |
| 5Y | -13.0% | +412.5% | -425.5% | -56.6% |
| 10Y | +65.5% | +282.5% | -216.9% | -26.8% |
| All | +111.7% | +265.5% | -153.7% | -12.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling