-10.1%
BA vs PBF
+59.0%
-69.1%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -7.4% | +5.3% | -1.7% |
| 7D | +1.1% | -13.8% | +14.8% | +1.7% |
| 30D | -7.9% | -19.6% | +11.7% | -7.1% |
| 3M | -25.3% | +10.3% | -35.6% | -25.8% |
| 6M | -24.6% | +63.4% | -88.0% | -27.1% |
| YTD | -20.1% | +152.6% | -172.8% | -28.2% |
| 1Y | -11.8% | +87.4% | -99.1% | -17.5% |
| 3Y | -10.1% | +63.3% | -73.4% | -22.4% |
| All | -10.1% | +59.0% | -69.1% | -22.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling