-56.9%
ACHR vs PBF
+120.1%
-177.0%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -6.7% | +6.4% | -0.2% |
| 7D | -5.1% | -0.9% | -4.2% | -5.1% |
| 30D | -12.7% | -13.7% | +1.0% | -12.7% |
| 3M | -22.4% | +10.6% | -33.0% | -23.0% |
| 6M | -28.6% | +61.2% | -89.8% | -27.0% |
| YTD | -45.2% | +172.7% | -217.9% | -50.6% |
| 1Y | -56.9% | +111.0% | -167.9% | -58.2% |
| All | -56.9% | +120.1% | -177.0% | -58.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling