+249.9%
PAAS vs PBF
+303.9%
-54.0%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.3% | -1.1% | -2.3% |
| 7D | -2.9% | +4.3% | -7.2% | -3.0% |
| 30D | +6.8% | +22.0% | -15.2% | +5.9% |
| 3M | -2.9% | +74.5% | -77.4% | -5.3% |
| 6M | -16.4% | +67.7% | -84.1% | -18.8% |
| YTD | 0.0% | +179.2% | -179.2% | -5.4% |
| 1Y | +54.3% | +170.0% | -115.7% | +45.9% |
| 3Y | +230.7% | +66.4% | +164.3% | +215.4% |
| 5Y | +111.6% | +764.5% | -652.9% | +91.0% |
| 10Y | +211.7% | +358.5% | -146.8% | +171.7% |
| All | +249.9% | +303.9% | -54.0% | +160.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling