+330.8%
PBF vs BAH
+665.7%
-334.9%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.5% | +0.1% | -0.8% |
| 7D | +4.3% | -3.2% | +7.5% | +5.4% |
| 30D | +22.0% | +2.0% | +20.0% | +21.2% |
| 3M | +74.5% | -7.6% | +82.1% | +77.9% |
| 6M | +67.7% | -5.7% | +73.4% | +68.5% |
| YTD | +179.2% | -11.7% | +190.9% | +184.0% |
| 1Y | +170.0% | -27.4% | +197.4% | +194.0% |
| 3Y | +66.4% | -32.5% | +98.9% | +75.0% |
| 5Y | +764.5% | -3.3% | +767.8% | +657.0% |
| 10Y | +358.5% | +186.0% | +172.5% | +188.2% |
| All | +330.8% | +665.7% | -334.9% | +110.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling