+249.4%
PBF vs BAH
+199.5%
+49.8%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.2% | +2.1% | +2.2% |
| 7D | +4.3% | -2.6% | +6.8% | +5.1% |
| 30D | -21.8% | +20.4% | -42.2% | -26.7% |
| 3M | +1.7% | +11.9% | -10.1% | -2.6% |
| 6M | +69.8% | +17.1% | +52.7% | +58.4% |
| YTD | +167.7% | +5.5% | +162.2% | +155.1% |
| 1Y | +89.0% | +5.6% | +83.4% | +79.8% |
| 3Y | +78.8% | -26.5% | +105.3% | +83.3% |
| 5Y | +415.4% | +6.5% | +409.0% | +324.4% |
| All | +249.4% | +199.5% | +49.8% | +137.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 10y: compounded portfolio wealth divided by compounded BAH 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…
10y analysis · Full analysis span regression · 6 months rolling