-40.8%
AAL vs PBF
+407.6%
-448.4%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.6% | +3.5% | +2.1% |
| 7D | +4.6% | -13.8% | +18.4% | +6.0% |
| 30D | +2.6% | -19.6% | +22.2% | +4.4% |
| 3M | -17.8% | +10.3% | -28.0% | -19.3% |
| 6M | +1.9% | +63.4% | -61.6% | -5.4% |
| YTD | -14.0% | +152.6% | -166.7% | -27.6% |
| 1Y | +0.2% | +87.4% | -87.1% | -11.4% |
| 3Y | +13.0% | +63.3% | -50.2% | -5.3% |
| All | -40.8% | +407.6% | -448.4% | -61.3% |
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 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