+429.8%
PBF vs BBAI
-79.3%
+509.1%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -10.0% | +12.2% | +2.3% |
| 7D | +4.3% | -6.8% | +11.0% | +4.3% |
| 30D | -21.8% | -13.4% | -8.4% | -21.7% |
| 3M | +1.7% | -36.5% | +38.2% | +2.0% |
| 6M | +69.8% | -50.6% | +120.4% | +70.4% |
| YTD | +167.7% | -61.7% | +229.4% | +169.1% |
| 1Y | +89.0% | -71.1% | +160.1% | +90.2% |
| 3Y | +78.8% | +32.7% | +46.1% | +78.7% |
| 5Y | +415.4% | -79.2% | +494.7% | +468.5% |
| All | +429.8% | -79.3% | +509.1% | +478.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BBAI.
Daily Out/Under-Performance
Portfolio return minus BBAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBAI 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 10y: compounded portfolio wealth divided by compounded BBAI 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…
10y analysis · Full analysis span regression · 6 months rolling