-36.9%
BAX vs PBF
+351.3%
-388.2%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.3% | -1.6% | -1.9% |
| 7D | -5.1% | +1.4% | -6.5% | -5.2% |
| 30D | -12.2% | +15.8% | -28.0% | -12.9% |
| 3M | +21.8% | +90.3% | -68.5% | +17.3% |
| 6M | +36.3% | +102.8% | -66.5% | +30.1% |
| YTD | +27.8% | +187.3% | -159.5% | +19.2% |
| 1Y | -0.1% | +161.8% | -161.9% | -6.6% |
| 3Y | -33.3% | +55.5% | -88.8% | -37.2% |
| 5Y | -67.1% | +801.9% | -869.0% | -72.2% |
| 10Y | -36.9% | +362.2% | -399.2% | -46.5% |
| All | -36.9% | +351.3% | -388.2% | -46.5% |
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 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