+801.9%
PBF vs BBAI
-71.3%
+873.2%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.1% | +2.7% | -0.3% |
| 7D | +1.4% | -4.1% | +5.4% | +1.4% |
| 30D | +15.8% | -12.4% | +28.2% | +15.9% |
| 3M | +90.3% | -29.1% | +119.3% | +90.6% |
| 6M | +102.8% | -32.6% | +135.4% | +103.2% |
| YTD | +187.3% | -47.6% | +234.9% | +188.2% |
| 1Y | +161.8% | -41.0% | +202.9% | +162.4% |
| 3Y | +55.5% | +67.5% | -12.0% | +55.2% |
| 5Y | +801.9% | -71.3% | +873.2% | +905.9% |
| All | +801.9% | -71.3% | +873.2% | +905.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling