+212.2%
PAAS vs PBF
+261.5%
-49.2%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +5.8% | -7.2% | -1.5% |
| 7D | -5.2% | -4.0% | -1.2% | -5.1% |
| 30D | -13.9% | -18.0% | +4.0% | -13.7% |
| 3M | -23.8% | +0.9% | -24.7% | -23.9% |
| 6M | -36.4% | +65.7% | -102.1% | -37.4% |
| YTD | -23.4% | +161.9% | -185.2% | -26.1% |
| 1Y | +5.6% | +77.8% | -72.2% | +3.2% |
| 3Y | +209.7% | +74.9% | +134.8% | +198.7% |
| 5Y | +55.6% | +423.4% | -367.8% | +48.9% |
| 10Y | +212.2% | +255.2% | -42.9% | +195.9% |
| All | +212.2% | +261.5% | -49.2% | +195.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling