+252.3%
PBF vs BAH
+218.8%
+33.5%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.6% | +1.8% | +2.9% |
| 7D | -7.4% | -1.5% | -5.9% | -7.0% |
| 30D | -17.5% | +17.3% | -34.7% | -21.9% |
| 3M | +13.1% | +14.9% | -1.7% | +7.4% |
| 6M | +72.6% | +14.2% | +58.4% | +62.4% |
| YTD | +161.2% | +5.1% | +156.1% | +149.2% |
| 1Y | +93.3% | +2.1% | +91.3% | +86.4% |
| 3Y | +80.7% | -26.0% | +106.7% | +84.5% |
| 5Y | +396.1% | +9.0% | +387.1% | +302.7% |
| 10Y | +252.3% | +208.8% | +43.5% | +137.8% |
| All | +252.3% | +218.8% | +33.5% | +137.8% |
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