+393.4%
PBF vs BBAI
-76.7%
+470.1%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -5.3% | +0.1% | -5.2% |
| 7D | -15.3% | -8.3% | -7.0% | -15.2% |
| 30D | -21.8% | -2.9% | -18.9% | -21.8% |
| 3M | -0.2% | -28.2% | +28.0% | 0.0% |
| 6M | +63.6% | -44.5% | +108.1% | +64.1% |
| YTD | +147.5% | -57.0% | +204.6% | +148.5% |
| 1Y | +69.8% | -59.4% | +129.2% | +70.5% |
| 3Y | +65.3% | +48.7% | +16.6% | +65.2% |
| 5Y | +393.4% | -76.8% | +470.1% | +432.7% |
| All | +393.4% | -76.7% | +470.1% | +432.7% |
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