-41.6%
ACHR vs PBF
+735.5%
-777.1%
-84.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +3.3% | -1.2% | +1.7% |
| 7D | +4.9% | +2.4% | +2.5% | +4.5% |
| 30D | +4.3% | +24.9% | -20.6% | +1.3% |
| 3M | +1.7% | +81.9% | -80.1% | -6.3% |
| 6M | -6.9% | +79.4% | -86.2% | -15.5% |
| YTD | -22.5% | +188.3% | -210.8% | -35.4% |
| 1Y | -31.5% | +177.3% | -208.7% | -42.9% |
| 3Y | -14.4% | +56.0% | -70.4% | -27.0% |
| 5Y | -41.6% | +804.0% | -845.7% | -55.7% |
| All | -41.6% | +735.5% | -777.1% | -55.7% |
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 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