-26.4%
BA vs PBF
+419.4%
-445.8%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | -0.1% |
| 7D | -1.1% | +6.5% | -7.6% | -1.7% |
| 30D | -7.1% | -20.0% | +12.9% | -5.4% |
| 3M | -25.5% | -3.3% | -22.2% | -25.6% |
| 6M | -28.7% | +76.8% | -105.5% | -33.4% |
| YTD | -21.0% | +168.9% | -190.0% | -31.7% |
| 1Y | -11.9% | +96.4% | -108.2% | -20.4% |
| 3Y | -16.2% | +77.2% | -93.4% | -27.4% |
| All | -26.4% | +419.4% | -445.8% | -51.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling