-20.9%
BAX vs PBF
+59.0%
-79.9%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.6% | +2.2% | +0.7% |
| 7D | +12.1% | -13.8% | +25.9% | +13.3% |
| 30D | +7.6% | -19.6% | +27.2% | +9.1% |
| 3M | -4.5% | +10.3% | -14.7% | -6.0% |
| 6M | +52.0% | +63.4% | -11.4% | +43.8% |
| YTD | +35.1% | +152.6% | -117.5% | +18.1% |
| 1Y | +43.7% | +87.4% | -43.6% | +31.0% |
| 3Y | -20.9% | +63.3% | -84.2% | -35.9% |
| All | -20.9% | +59.0% | -79.9% | -35.9% |
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