-29.9%
BAX vs PBF
+64.9%
-94.8%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.3% | +2.3% | +1.1% |
| 7D | -1.1% | +4.3% | -5.4% | -1.5% |
| 30D | -5.5% | +22.0% | -27.4% | -7.2% |
| 3M | +33.5% | +74.5% | -41.0% | +26.6% |
| 6M | +35.9% | +67.7% | -31.8% | +28.1% |
| YTD | +35.4% | +179.2% | -143.8% | +18.3% |
| 1Y | +9.8% | +170.0% | -160.2% | -4.7% |
| All | -29.9% | +64.9% | -94.8% | -43.5% |
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 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