+400.4%
ALAB vs PBF
+45.0%
+355.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | -1.3% | +11.1% | +9.9% |
| 7D | +7.2% | +4.3% | +2.9% | +6.6% |
| 30D | -2.5% | +22.0% | -24.5% | -5.5% |
| 3M | -13.3% | +74.5% | -87.8% | -19.6% |
| 6M | +172.8% | +67.7% | +105.2% | +150.7% |
| YTD | +86.6% | +179.2% | -92.6% | +54.9% |
| 1Y | +65.2% | +170.0% | -104.8% | +35.7% |
| All | +400.4% | +45.0% | +355.4% | +313.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling