-59.6%
ACHR vs PBF
+1,069.1%
-1,128.6%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +0.5% | -7.4% | -7.0% |
| 7D | -9.2% | +6.5% | -15.7% | -9.8% |
| 30D | -1.0% | -20.0% | +19.0% | +0.8% |
| 3M | -42.2% | -3.3% | -38.8% | -42.4% |
| 6M | -38.2% | +76.8% | -115.0% | -41.9% |
| YTD | -46.4% | +168.9% | -215.4% | -52.6% |
| 1Y | -49.4% | +96.4% | -145.7% | -53.7% |
| 3Y | -22.5% | +77.2% | -99.7% | -31.8% |
| 5Y | -29.8% | +417.7% | -447.5% | -40.4% |
| All | -59.6% | +1,069.1% | -1,128.6% | -63.9% |
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 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