+15.4%
AAL vs PBF
+258.1%
-242.7%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -5.2% | +4.9% | +0.8% |
| 7D | +10.1% | -15.3% | +25.4% | +13.9% |
| 30D | +10.6% | -21.8% | +32.4% | +16.0% |
| 3M | -5.9% | -0.2% | -5.7% | -7.4% |
| 6M | +5.7% | +63.6% | -57.9% | -8.9% |
| YTD | -8.0% | +147.5% | -155.5% | -30.9% |
| 1Y | +6.0% | +69.8% | -63.8% | -13.2% |
| 3Y | +19.6% | +65.3% | -45.7% | -7.2% |
| 5Y | -34.6% | +393.4% | -428.0% | -65.6% |
| 10Y | -65.5% | +240.3% | -305.8% | -84.2% |
| All | +15.4% | +258.1% | -242.7% | -50.2% |
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