-19.0%
BAX vs PBF
+80.0%
-99.1%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.2% | +0.2% |
| 7D | +0.1% | +6.5% | -6.4% | -0.4% |
| 30D | +4.1% | -20.0% | +24.1% | +5.6% |
| 3M | -4.5% | -3.3% | -1.2% | -4.9% |
| 6M | +49.2% | +76.8% | -27.6% | +40.5% |
| YTD | +35.2% | +168.9% | -133.7% | +17.9% |
| 1Y | +38.3% | +96.4% | -58.1% | +26.1% |
| 3Y | -19.0% | +77.2% | -96.2% | -35.4% |
| All | -19.0% | +80.0% | -99.1% | -35.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling