-0.8%
PAAS vs PBF
+83.1%
-83.8%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +2.2% | -6.4% | -3.8% |
| 7D | -7.0% | +4.3% | -11.3% | -6.4% |
| 30D | -15.3% | -21.8% | +6.5% | -18.1% |
| 3M | -27.7% | +1.7% | -29.5% | -26.8% |
| 6M | -40.5% | +69.8% | -110.2% | -33.9% |
| YTD | -26.5% | +167.7% | -194.2% | -20.7% |
| 1Y | -0.8% | +89.0% | -89.7% | +18.6% |
| All | -0.8% | +83.1% | -83.8% | +18.6% |
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