-20.3%
ACHR vs PBF
+420.6%
-440.9%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +5.8% | -2.6% | +2.4% |
| 7D | +18.0% | -4.0% | +21.9% | +18.6% |
| 30D | +3.6% | -18.0% | +21.6% | +6.0% |
| 3M | -28.4% | +0.9% | -29.3% | -29.2% |
| 6M | -25.7% | +65.7% | -91.4% | -31.8% |
| YTD | -35.4% | +161.9% | -197.2% | -46.5% |
| 1Y | -45.6% | +77.8% | -123.4% | -51.9% |
| 3Y | -2.2% | +74.9% | -77.1% | -19.3% |
| 5Y | -20.3% | +423.4% | -443.7% | -40.9% |
| All | -20.3% | +420.6% | -440.9% | -40.9% |
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