-51.3%
ACHR vs PBF
+1,038.3%
-1,089.6%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +5.8% | -2.6% | +2.7% |
| 7D | +18.0% | -4.0% | +21.9% | +18.4% |
| 30D | +3.6% | -18.0% | +21.6% | +5.2% |
| 3M | -28.4% | +0.9% | -29.3% | -28.9% |
| 6M | -25.7% | +65.7% | -91.4% | -29.7% |
| YTD | -35.4% | +161.9% | -197.2% | -42.7% |
| 1Y | -45.6% | +77.8% | -123.4% | -49.7% |
| 3Y | -2.2% | +74.9% | -77.1% | -13.8% |
| 5Y | -20.3% | +423.4% | -443.7% | -32.1% |
| All | -51.3% | +1,038.3% | -1,089.6% | -56.4% |
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