+33.0%
ALB vs PBF
+231.7%
-198.7%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -5.2% | +1.0% | -3.2% |
| 7D | +5.3% | -15.3% | +20.5% | +8.5% |
| 30D | -6.3% | -21.8% | +15.5% | -2.3% |
| 3M | -27.4% | -0.2% | -27.2% | -28.4% |
| 6M | -53.1% | +63.6% | -116.7% | -58.7% |
| YTD | -32.3% | +147.5% | -179.8% | -46.2% |
| 1Y | -7.3% | +69.8% | -77.1% | -20.7% |
| 3Y | -14.9% | +65.3% | -80.2% | -29.9% |
| 5Y | -62.0% | +393.4% | -455.4% | -75.9% |
| 10Y | +33.0% | +240.3% | -207.3% | -21.9% |
| All | +33.0% | +231.7% | -198.7% | -21.9% |
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