+111.0%
PBF vs AHR
+26.3%
+84.7%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +2.6% | -9.3% | -6.6% |
| 7D | -0.9% | +9.5% | -10.4% | -0.6% |
| 30D | -13.7% | +11.7% | -25.4% | -12.9% |
| 3M | +10.6% | +4.0% | +6.6% | +10.3% |
| 6M | +61.2% | +13.5% | +47.6% | +61.0% |
| YTD | +172.7% | +21.6% | +151.1% | +171.3% |
| 1Y | +111.0% | +25.1% | +85.9% | +107.2% |
| All | +111.0% | +26.3% | +84.7% | +107.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AHR.
Daily Out/Under-Performance
Portfolio return minus AHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AHR 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 AHR 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