+77.2%
PBF vs AVAV
-3.9%
+81.1%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.7% | +3.2% | +0.6% |
| 7D | +6.5% | +4.2% | +2.2% | +6.2% |
| 30D | -20.0% | -2.6% | -17.4% | -19.9% |
| 3M | -3.3% | -38.0% | +34.6% | -1.2% |
| 6M | +76.8% | -27.0% | +103.8% | +77.8% |
| YTD | +168.9% | -51.4% | +220.4% | +173.0% |
| 1Y | +96.4% | -60.2% | +156.6% | +104.3% |
| 3Y | +77.2% | -6.7% | +83.9% | +52.7% |
| All | +77.2% | -3.9% | +81.1% | +52.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AVAV.
Daily Out/Under-Performance
Portfolio return minus AVAV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVAV 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 AVAV 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