+251.7%
BAC vs PBF
+299.9%
-48.2%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +3.4% | -1.1% | +1.6% |
| 7D | +2.0% | -7.4% | +9.3% | +3.4% |
| 30D | -6.9% | -17.5% | +10.5% | -3.8% |
| 3M | -19.6% | +13.1% | -32.7% | -22.4% |
| 6M | -0.5% | +72.6% | -73.1% | -13.0% |
| YTD | -6.6% | +161.2% | -167.8% | -27.0% |
| 1Y | -3.0% | +93.3% | -96.3% | -19.5% |
| 3Y | +97.3% | +80.7% | +16.6% | +57.3% |
| 5Y | +21.9% | +396.1% | -374.2% | -29.6% |
| 10Y | +251.7% | +252.3% | -0.6% | +70.4% |
| All | +251.7% | +299.9% | -48.2% | +70.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling