+669.3%
BAC vs PBF
+303.9%
+365.4%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.3% | +1.3% | +0.2% |
| 7D | +1.1% | +4.3% | -3.2% | +0.2% |
| 30D | -0.4% | +22.0% | -22.4% | -4.6% |
| 3M | +16.9% | +74.5% | -57.6% | +3.0% |
| 6M | +26.6% | +67.7% | -41.1% | +10.8% |
| YTD | +15.8% | +179.2% | -163.4% | -9.9% |
| 1Y | +27.2% | +170.0% | -142.8% | -1.7% |
| 3Y | +132.4% | +66.4% | +66.0% | +90.2% |
| 5Y | +72.6% | +764.5% | -691.9% | -11.9% |
| 10Y | +389.7% | +358.5% | +31.2% | +125.8% |
| All | +669.3% | +303.9% | +365.4% | +234.2% |
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