+33.7%
ALAB vs PBF
+176.6%
-142.9%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +3.3% | -10.2% | -7.0% |
| 7D | +3.2% | +2.4% | +0.8% | +3.1% |
| 30D | -13.6% | +24.9% | -38.4% | -14.2% |
| 3M | -16.6% | +81.9% | -98.5% | -15.8% |
| 6M | +142.3% | +79.4% | +63.0% | +141.6% |
| YTD | +73.6% | +188.3% | -114.7% | +69.8% |
| 1Y | +33.7% | +177.3% | -143.6% | +32.5% |
| All | +33.7% | +176.6% | -142.9% | +32.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PBF.
Daily Out/Under-Performance
Portfolio return minus PBF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBF 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 1y: compounded portfolio wealth divided by compounded PBF 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…
1y analysis · Full analysis span regression · 6 months rolling