+7.8%
AAL vs PBF
+265.5%
-257.7%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.6% | +3.5% | +2.3% |
| 7D | +4.6% | -13.8% | +18.4% | +7.8% |
| 30D | +2.6% | -19.6% | +22.2% | +6.8% |
| 3M | -17.8% | +10.3% | -28.0% | -21.0% |
| 6M | +1.9% | +63.4% | -61.6% | -12.2% |
| YTD | -14.0% | +152.6% | -166.7% | -35.8% |
| 1Y | +0.2% | +87.4% | -87.1% | -20.0% |
| 3Y | +13.0% | +63.3% | -50.2% | -12.0% |
| 5Y | -39.6% | +412.5% | -452.1% | -68.5% |
| 10Y | -65.7% | +282.5% | -348.2% | -84.7% |
| All | +7.8% | +265.5% | -257.7% | -53.7% |
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