+83.0%
ALB vs PBF
+354.3%
-271.3%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +3.3% | -0.7% | +2.0% |
| 7D | -4.4% | +2.4% | -6.8% | -4.8% |
| 30D | -1.2% | +24.9% | -26.0% | -5.6% |
| 3M | -13.3% | +81.9% | -95.2% | -24.0% |
| 6M | -19.8% | +79.4% | -99.1% | -30.3% |
| YTD | -7.9% | +188.3% | -196.2% | -28.0% |
| 1Y | +60.2% | +177.3% | -117.1% | +25.1% |
| 3Y | -26.4% | +56.0% | -82.4% | -38.0% |
| 5Y | -42.5% | +804.0% | -846.6% | -67.2% |
| 10Y | +83.0% | +334.1% | -251.1% | +7.1% |
| All | +83.0% | +354.3% | -271.3% | +7.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling