+166.9%
AA vs PBF
+303.9%
-137.0%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.3% | -0.8% | -1.7% |
| 7D | -0.7% | +4.3% | -5.0% | -1.9% |
| 30D | +5.0% | +22.0% | -17.0% | -1.5% |
| 3M | -35.8% | +74.5% | -110.3% | -46.9% |
| 6M | -18.4% | +67.7% | -86.1% | -33.2% |
| YTD | -5.5% | +179.2% | -184.7% | -34.8% |
| 1Y | +61.0% | +170.0% | -109.0% | +10.1% |
| 3Y | +66.2% | +66.4% | -0.2% | +25.7% |
| 5Y | +11.4% | +764.5% | -753.1% | -52.4% |
| 10Y | +116.9% | +358.5% | -241.6% | -7.5% |
| All | +166.9% | +303.9% | -137.0% | +8.8% |
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