+199.3%
PAAS vs PBF
+80.0%
+119.2%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.5% | -1.0% | -0.6% |
| 7D | -8.9% | +6.5% | -15.4% | -9.1% |
| 30D | -11.4% | -20.0% | +8.6% | -10.9% |
| 3M | -20.4% | -3.3% | -17.1% | -20.6% |
| 6M | -40.7% | +76.8% | -117.5% | -43.0% |
| YTD | -26.9% | +168.9% | -195.9% | -35.6% |
| 1Y | -3.1% | +96.4% | -99.4% | -10.2% |
| 3Y | +199.3% | +77.2% | +122.0% | +171.3% |
| All | +199.3% | +80.0% | +119.2% | +171.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling