+180.4%
PBF vs AHR
+26.4%
+154.0%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.9% | +2.5% | +1.5% |
| 7D | +5.3% | -2.1% | +7.4% | +5.1% |
| 30D | +11.7% | +1.9% | +9.8% | +11.8% |
| 3M | +91.1% | +15.7% | +75.4% | +90.1% |
| 6M | +88.4% | +2.5% | +85.9% | +88.8% |
| YTD | +194.1% | +15.0% | +179.0% | +186.8% |
| 1Y | +180.4% | +28.1% | +152.3% | +158.9% |
| All | +180.4% | +26.4% | +154.0% | +158.9% |
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