-8.1%
BAX vs PBF
+265.5%
-273.5%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.6% | +2.2% | +0.6% |
| 7D | +12.1% | -13.8% | +25.9% | +13.0% |
| 30D | +7.6% | -19.6% | +27.2% | +8.8% |
| 3M | -4.5% | +10.3% | -14.7% | -5.4% |
| 6M | +52.0% | +63.4% | -11.4% | +46.7% |
| YTD | +35.1% | +152.6% | -117.5% | +25.8% |
| 1Y | +43.7% | +87.4% | -43.6% | +36.3% |
| 3Y | -20.9% | +63.3% | -84.2% | -26.0% |
| 5Y | -63.5% | +412.5% | -476.0% | -68.7% |
| 10Y | -36.0% | +282.5% | -318.5% | -48.6% |
| All | -8.1% | +265.5% | -273.5% | -29.4% |
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 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