-32.5%
AAL vs PBF
+735.5%
-768.0%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +3.3% | -4.9% | -2.0% |
| 7D | -0.3% | +2.4% | -2.7% | -0.6% |
| 30D | -19.0% | +24.9% | -43.9% | -21.0% |
| 3M | -5.1% | +81.9% | -86.9% | -11.8% |
| 6M | +15.5% | +79.4% | -63.9% | +5.8% |
| YTD | -15.8% | +188.3% | -204.1% | -29.2% |
| 1Y | -0.3% | +177.3% | -177.6% | -16.9% |
| 3Y | -7.7% | +56.0% | -63.7% | -20.9% |
| 5Y | -32.5% | +804.0% | -836.5% | -55.9% |
| All | -32.5% | +735.5% | -768.0% | -55.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling