+54.3%
PAAS vs PBF
+176.4%
-122.0%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.3% | -1.1% | -2.6% |
| 7D | -2.9% | +4.3% | -7.2% | -2.4% |
| 30D | +6.8% | +22.0% | -15.2% | +9.2% |
| 3M | -2.9% | +74.5% | -77.4% | +3.7% |
| 6M | -16.4% | +67.7% | -84.1% | -10.8% |
| YTD | 0.0% | +179.2% | -179.2% | +2.7% |
| 1Y | +54.3% | +170.0% | -115.7% | +63.4% |
| All | +54.3% | +176.4% | -122.0% | +63.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling