+28.8%
BAC vs PBF
+176.6%
-147.7%
-17.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.3% | -3.7% | -0.5% |
| 7D | +1.2% | +2.4% | -1.2% | +1.1% |
| 30D | -0.7% | +24.9% | -25.6% | -1.0% |
| 3M | +16.9% | +81.9% | -64.9% | +15.7% |
| 6M | +29.6% | +79.4% | -49.8% | +27.6% |
| YTD | +15.3% | +188.3% | -173.1% | +10.3% |
| 1Y | +28.8% | +177.3% | -148.4% | +23.7% |
| All | +28.8% | +176.6% | -147.7% | +23.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling