-24.6%
BA vs PBF
+57.6%
-82.2%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -7.4% | +5.3% | -2.5% |
| 7D | +1.1% | -13.8% | +14.8% | +0.2% |
| 30D | -7.9% | -19.6% | +11.7% | -9.3% |
| 3M | -25.3% | +10.3% | -35.6% | -22.3% |
| 6M | -24.6% | +63.4% | -88.0% | -13.8% |
| All | -24.6% | +57.6% | -82.2% | -13.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling