+48.0%
BAX vs PBF
+120.1%
-72.1%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -6.7% | +10.6% | +3.7% |
| 7D | +4.1% | -0.9% | +5.0% | +4.0% |
| 30D | +9.4% | -13.7% | +23.1% | +9.0% |
| 3M | -6.5% | +10.6% | -17.1% | -6.3% |
| 6M | +59.6% | +61.2% | -1.6% | +63.2% |
| YTD | +38.9% | +172.7% | -133.9% | +36.9% |
| 1Y | +48.0% | +111.0% | -63.0% | +49.5% |
| All | +48.0% | +120.1% | -72.1% | +49.5% |
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