+7.4%
AAL vs PBF
+303.9%
-296.5%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.3% | +2.5% | +1.5% |
| 7D | -3.7% | +4.3% | -8.0% | -4.7% |
| 30D | -20.8% | +22.0% | -42.8% | -24.6% |
| 3M | -1.3% | +74.5% | -75.8% | -14.6% |
| 6M | +5.4% | +67.7% | -62.3% | -10.4% |
| YTD | -14.4% | +179.2% | -193.5% | -36.6% |
| 1Y | +2.1% | +170.0% | -167.9% | -25.3% |
| 3Y | -10.6% | +66.4% | -76.9% | -29.9% |
| 5Y | -32.2% | +764.5% | -796.7% | -69.4% |
| 10Y | -62.7% | +358.5% | -421.2% | -83.8% |
| All | +7.4% | +303.9% | -296.5% | -54.3% |
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 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