-33.9%
BAX vs PBF
+299.9%
-333.8%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +3.4% | -1.0% | +2.2% |
| 7D | +9.0% | -7.4% | +16.4% | +9.5% |
| 30D | +8.5% | -17.5% | +25.9% | +9.4% |
| 3M | -4.1% | +13.1% | -17.2% | -5.1% |
| 6M | +46.9% | +72.6% | -25.7% | +41.7% |
| YTD | +38.4% | +161.2% | -122.8% | +29.2% |
| 1Y | +47.0% | +93.3% | -46.3% | +39.7% |
| 3Y | -14.9% | +80.7% | -95.6% | -20.6% |
| 5Y | -62.5% | +396.1% | -458.6% | -67.3% |
| 10Y | -33.9% | +252.3% | -286.2% | -43.3% |
| All | -33.9% | +299.9% | -333.8% | -43.3% |
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