+240.8%
BA vs PBF
+303.9%
-63.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.3% | +2.1% | +1.1% |
| 7D | +1.2% | +4.3% | -3.1% | +0.2% |
| 30D | -11.6% | +22.0% | -33.6% | -15.6% |
| 3M | -2.4% | +74.5% | -76.9% | -15.0% |
| 6M | -6.6% | +67.7% | -74.3% | -19.8% |
| YTD | -2.2% | +179.2% | -181.4% | -26.2% |
| 1Y | -8.0% | +170.0% | -178.0% | -31.1% |
| 3Y | -5.0% | +66.4% | -71.4% | -24.6% |
| 5Y | -2.7% | +764.5% | -767.2% | -54.8% |
| 10Y | +75.9% | +358.5% | -282.6% | -22.7% |
| All | +240.8% | +303.9% | -63.1% | +46.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling