-20.6%
BA vs PBF
+380.2%
-400.9%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -5.2% | +5.8% | +1.0% |
| 7D | 0.0% | -15.3% | +15.3% | +1.5% |
| 30D | -8.9% | -21.8% | +12.9% | -7.0% |
| 3M | -25.5% | -0.2% | -25.3% | -25.8% |
| 6M | -27.0% | +63.6% | -90.6% | -31.3% |
| YTD | -20.1% | +147.5% | -167.7% | -30.4% |
| 1Y | -11.0% | +69.8% | -80.8% | -18.3% |
| 3Y | -11.8% | +65.3% | -77.1% | -23.2% |
| 5Y | -20.6% | +393.4% | -414.0% | -47.1% |
| All | -20.6% | +380.2% | -400.9% | -47.1% |
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