+289.8%
PBF vs AVAV
+395.6%
-105.8%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +10.5% | -12.1% | -4.0% |
| 7D | -13.8% | -10.6% | -3.2% | -11.6% |
| 30D | -19.6% | -18.8% | -0.8% | -16.1% |
| 3M | +10.3% | -34.1% | +44.4% | +20.0% |
| 6M | +63.4% | -35.3% | +98.8% | +73.2% |
| YTD | +152.6% | -53.4% | +206.0% | +177.4% |
| 1Y | +87.4% | -65.6% | +153.0% | +122.5% |
| 3Y | +63.3% | -5.1% | +68.3% | +30.0% |
| 5Y | +412.5% | +18.5% | +394.0% | +246.9% |
| 10Y | +282.5% | +369.8% | -87.3% | +66.0% |
| All | +289.8% | +395.6% | -105.8% | +61.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling