+391.8%
BAC vs PBF
+354.3%
+37.5%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.3% | -3.7% | -1.1% |
| 7D | +1.2% | +2.4% | -1.2% | +0.7% |
| 30D | -0.7% | +24.9% | -25.6% | -5.4% |
| 3M | +16.9% | +81.9% | -64.9% | +2.2% |
| 6M | +29.6% | +79.4% | -49.8% | +11.8% |
| YTD | +15.3% | +188.3% | -173.1% | -10.9% |
| 1Y | +28.8% | +177.3% | -148.4% | -0.9% |
| 3Y | +136.4% | +56.0% | +80.4% | +96.6% |
| 5Y | +72.9% | +804.0% | -731.1% | -13.6% |
| 10Y | +391.8% | +334.1% | +57.7% | +128.7% |
| All | +391.8% | +354.3% | +37.5% | +128.7% |
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 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