+184.2%
BA vs PBF
+294.5%
-110.3%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -6.7% | +8.8% | +3.5% |
| 7D | +5.9% | -0.9% | +6.8% | +5.9% |
| 30D | -8.2% | -13.7% | +5.6% | -5.6% |
| 3M | -25.4% | +10.6% | -36.0% | -27.9% |
| 6M | -20.0% | +61.2% | -81.2% | -30.0% |
| YTD | -18.5% | +172.7% | -191.2% | -38.6% |
| 1Y | -10.6% | +111.0% | -121.6% | -29.0% |
| 3Y | -9.3% | +73.6% | -82.8% | -29.1% |
| 5Y | -16.9% | +479.7% | -496.6% | -56.8% |
| 10Y | +37.9% | +312.9% | -275.0% | -38.8% |
| All | +184.2% | +294.5% | -110.3% | +22.0% |
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