+31.8%
BA vs PBF
+276.6%
-244.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.6% | +2.1% | +0.9% |
| 7D | +1.1% | -13.8% | +14.8% | +4.2% |
| 30D | -7.9% | -19.6% | +11.7% | -3.8% |
| 3M | -25.3% | +10.3% | -35.6% | -27.9% |
| 6M | -24.6% | +63.4% | -88.0% | -34.7% |
| YTD | -20.1% | +152.6% | -172.8% | -40.0% |
| 1Y | -11.8% | +87.4% | -99.1% | -29.0% |
| 3Y | -10.1% | +63.3% | -73.4% | -30.1% |
| 5Y | -22.7% | +412.5% | -435.2% | -61.1% |
| All | +31.8% | +276.6% | -244.9% | -42.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling