-65.1%
AAL vs PBF
+351.3%
-416.4%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.6% | +0.3% |
| 7D | -1.3% | +1.4% | -2.7% | -1.6% |
| 30D | -13.7% | +15.8% | -29.6% | -16.8% |
| 3M | -8.2% | +90.3% | -98.4% | -22.2% |
| 6M | +13.1% | +102.8% | -89.7% | -8.2% |
| YTD | -15.6% | +187.3% | -202.9% | -38.3% |
| 1Y | +1.4% | +161.8% | -160.4% | -25.6% |
| 3Y | -7.4% | +55.5% | -62.9% | -26.5% |
| 5Y | -35.9% | +801.9% | -837.8% | -72.4% |
| 10Y | -65.1% | +362.2% | -427.4% | -84.3% |
| All | -65.1% | +351.3% | -416.4% | -84.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling