+22.8%
PAAS vs PBF
+94.2%
-71.3%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.6% | +3.1% | +1.2% |
| 7D | +8.4% | -13.8% | +22.2% | +6.3% |
| 30D | -7.2% | -19.6% | +12.4% | -9.6% |
| 3M | -14.0% | +10.3% | -24.3% | -12.2% |
| 6M | -26.8% | +63.4% | -90.2% | -20.2% |
| YTD | -19.8% | +152.6% | -172.4% | -17.7% |
| 1Y | +22.8% | +87.4% | -64.5% | +41.8% |
| All | +22.8% | +94.2% | -71.3% | +41.8% |
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