+395.3%
PBF vs BAH
+8.3%
+387.0%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.4% | +2.8% | -0.8% |
| 7D | -13.8% | -3.5% | -10.2% | -13.2% |
| 30D | -19.6% | +24.3% | -43.9% | -22.9% |
| 3M | +10.3% | +16.3% | -6.1% | +6.8% |
| 6M | +63.4% | +13.6% | +49.9% | +58.6% |
| YTD | +152.6% | +3.5% | +149.1% | +148.0% |
| 1Y | +87.4% | +2.7% | +84.7% | +84.4% |
| 3Y | +63.3% | -26.6% | +89.8% | +63.6% |
| All | +395.3% | +8.3% | +387.0% | +341.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling