+26.1%
PAAS vs PBF
+120.1%
-93.9%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | -6.7% | +15.0% | +7.4% |
| 7D | -1.1% | -0.9% | -0.2% | -1.1% |
| 30D | -8.5% | -13.7% | +5.3% | -9.9% |
| 3M | -7.3% | +10.6% | -17.9% | -5.1% |
| 6M | -18.3% | +61.2% | -79.4% | -10.9% |
| YTD | -19.2% | +172.7% | -191.9% | -15.8% |
| 1Y | +26.1% | +111.0% | -84.9% | +42.9% |
| All | +26.1% | +120.1% | -93.9% | +42.9% |
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 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