+22.6%
BAC vs PBF
+419.4%
-396.9%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.5% | +0.6% | +1.0% |
| 7D | +3.2% | +6.5% | -3.2% | +2.5% |
| 30D | -0.7% | -20.0% | +19.3% | +1.6% |
| 3M | -20.0% | -3.3% | -16.7% | -20.2% |
| 6M | +3.4% | +76.8% | -73.4% | -4.7% |
| YTD | -5.7% | +168.9% | -174.7% | -19.4% |
| 1Y | -1.4% | +96.4% | -97.8% | -12.0% |
| 3Y | +97.9% | +77.2% | +20.7% | +71.3% |
| All | +22.6% | +419.4% | -396.9% | -10.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling