-22.1%
BA vs PBF
+407.6%
-429.8%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.6% | +2.1% | +0.7% |
| 7D | +1.1% | -13.8% | +14.8% | +2.4% |
| 30D | -7.9% | -19.6% | +11.7% | -6.3% |
| 3M | -25.3% | +10.3% | -35.6% | -26.3% |
| 6M | -24.6% | +63.4% | -88.0% | -29.0% |
| YTD | -20.1% | +152.6% | -172.8% | -30.5% |
| 1Y | -11.8% | +87.4% | -99.1% | -20.1% |
| 3Y | -10.1% | +63.3% | -73.4% | -21.5% |
| All | -22.1% | +407.6% | -429.8% | -47.7% |
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