-8.8%
BA vs PBF
+176.6%
-185.3%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-08 to 2026-09-08.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.3% | -4.0% | -0.4% |
| 7D | +2.5% | +2.4% | +0.1% | +2.7% |
| 30D | -10.1% | +24.9% | -35.0% | -8.0% |
| 3M | -2.4% | +81.9% | -84.3% | +3.7% |
| 6M | -8.8% | +79.4% | -88.2% | -3.3% |
| YTD | -2.9% | +188.3% | -191.3% | +1.3% |
| 1Y | -8.8% | +177.3% | -186.0% | -5.3% |
| All | -8.8% | +176.6% | -185.3% | -5.3% |
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 2025-09-08 to 2026-09-08: 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…
2025-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling