+114.1%
AA vs PBF
+258.1%
-144.0%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -5.2% | +0.8% | -2.9% |
| 7D | +1.2% | -15.3% | +16.5% | +6.2% |
| 30D | -5.0% | -21.8% | +16.8% | +1.4% |
| 3M | -22.2% | -0.2% | -22.0% | -23.5% |
| 6M | -36.3% | +63.6% | -99.9% | -47.2% |
| YTD | -24.2% | +147.5% | -171.7% | -46.5% |
| 1Y | +3.9% | +69.8% | -66.0% | -18.3% |
| 3Y | +67.6% | +65.3% | +2.3% | +25.7% |
| 5Y | -8.8% | +393.4% | -402.2% | -54.0% |
| 10Y | +45.0% | +240.3% | -195.3% | -34.1% |
| All | +114.1% | +258.1% | -144.0% | -10.7% |
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 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