+177.3%
PBF vs BAH
-27.4%
+204.7%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.9% | +4.2% | +3.3% |
| 7D | +2.4% | -4.3% | +6.7% | +2.8% |
| 30D | +24.9% | -4.5% | +29.3% | +25.4% |
| 3M | +81.9% | -7.6% | +89.5% | +85.3% |
| 6M | +79.4% | -10.6% | +90.0% | +83.5% |
| YTD | +188.3% | -12.6% | +200.9% | +192.0% |
| 1Y | +177.3% | -27.0% | +204.2% | +196.8% |
| All | +177.3% | -27.4% | +204.7% | +196.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling