-7.9%
BAX vs PBF
+303.9%
-311.8%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.3% | +2.3% | +1.1% |
| 7D | -1.1% | +4.3% | -5.4% | -1.4% |
| 30D | -5.5% | +22.0% | -27.4% | -6.7% |
| 3M | +33.5% | +74.5% | -41.0% | +28.8% |
| 6M | +35.9% | +67.7% | -31.8% | +30.7% |
| YTD | +35.4% | +179.2% | -143.8% | +25.7% |
| 1Y | +9.8% | +170.0% | -160.2% | +1.7% |
| 3Y | -32.7% | +66.4% | -99.1% | -37.0% |
| 5Y | -65.6% | +764.5% | -830.1% | -71.4% |
| 10Y | -34.9% | +358.5% | -393.4% | -48.4% |
| All | -7.9% | +303.9% | -311.8% | -29.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling