+79.2%
PBF vs BAH
+2.1%
+77.1%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.6% | +1.8% | +3.3% |
| 7D | -7.4% | -1.5% | -5.9% | -7.3% |
| 30D | -17.5% | +17.3% | -34.7% | -18.5% |
| 3M | +13.1% | +14.9% | -1.7% | +11.6% |
| 6M | +72.6% | +14.2% | +58.4% | +72.1% |
| YTD | +161.2% | +5.1% | +156.1% | +152.8% |
| All | +79.2% | +2.1% | +77.1% | +80.9% |
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 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