+180.6%
PAAS vs PBF
+265.5%
-84.9%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.6% | +3.1% | +1.5% |
| 7D | +8.4% | -13.8% | +22.2% | +8.9% |
| 30D | -7.2% | -19.6% | +12.4% | -6.6% |
| 3M | -14.0% | +10.3% | -24.3% | -14.6% |
| 6M | -26.8% | +63.4% | -90.2% | -28.6% |
| YTD | -19.8% | +152.6% | -172.4% | -24.0% |
| 1Y | +22.8% | +87.4% | -64.5% | +18.1% |
| 3Y | +183.6% | +63.3% | +120.4% | +170.3% |
| 5Y | +73.8% | +412.5% | -338.6% | +58.6% |
| 10Y | +185.6% | +282.5% | -96.9% | +152.6% |
| All | +180.6% | +265.5% | -84.9% | +109.2% |
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