+77.2%
PBF vs BAH
-26.8%
+104.0%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.7% | +0.5% |
| 7D | +6.5% | +1.7% | +4.7% | +6.2% |
| 30D | -20.0% | +20.8% | -40.8% | -21.9% |
| 3M | -3.3% | +11.6% | -14.9% | -4.9% |
| 6M | +76.8% | +23.1% | +53.7% | +71.4% |
| YTD | +168.9% | +5.3% | +163.7% | +165.7% |
| 1Y | +96.4% | +6.1% | +90.2% | +94.0% |
| 3Y | +77.2% | -27.5% | +104.7% | +69.6% |
| All | +77.2% | -26.8% | +104.0% | +69.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling