-42.7%
ACHR vs PBF
+1,113.6%
-1,156.3%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.3% | +0.4% | -0.7% |
| 7D | -0.7% | +4.3% | -5.0% | -1.1% |
| 30D | +9.8% | +22.0% | -12.2% | +7.8% |
| 3M | -10.5% | +74.5% | -85.0% | -15.1% |
| 6M | -15.5% | +67.7% | -83.2% | -20.5% |
| YTD | -24.1% | +179.2% | -203.3% | -32.7% |
| 1Y | -32.4% | +170.0% | -202.4% | -40.1% |
| 3Y | -11.6% | +66.4% | -78.0% | -21.6% |
| 5Y | -42.9% | +764.5% | -807.4% | -50.7% |
| All | -42.7% | +1,113.6% | -1,156.3% | -48.8% |
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