+61.5%
ALB vs PBF
+176.4%
-114.9%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.3% | -3.1% | -4.3% |
| 7D | -8.1% | +4.3% | -12.4% | -8.5% |
| 30D | +6.3% | +22.0% | -15.7% | +3.8% |
| 3M | -23.6% | +74.5% | -98.1% | -28.3% |
| 6M | -24.6% | +67.7% | -92.3% | -29.6% |
| YTD | -10.3% | +179.2% | -189.5% | -23.6% |
| 1Y | +61.5% | +170.0% | -108.5% | +38.5% |
| All | +61.5% | +176.4% | -114.9% | +38.5% |
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