+334.1%
PBF vs BAH
+182.5%
+151.6%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.9% | +4.2% | +3.6% |
| 7D | +2.4% | -4.3% | +6.7% | +3.9% |
| 30D | +24.9% | -4.5% | +29.3% | +26.9% |
| 3M | +81.9% | -7.6% | +89.5% | +85.6% |
| 6M | +79.4% | -10.6% | +90.0% | +84.2% |
| YTD | +188.3% | -12.6% | +200.9% | +194.4% |
| 1Y | +177.3% | -27.0% | +204.2% | +202.7% |
| 3Y | +56.0% | -31.5% | +87.5% | +60.9% |
| 5Y | +804.0% | -3.8% | +807.8% | +656.9% |
| 10Y | +334.1% | +183.9% | +150.2% | +161.4% |
| All | +334.1% | +182.5% | +151.6% | +161.4% |
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