-29.2%
ALB vs PBF
+55.5%
-84.7%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.3% | -2.5% | -2.7% |
| 7D | -8.6% | +1.4% | -10.0% | -8.9% |
| 30D | -4.0% | +15.8% | -19.9% | -7.5% |
| 3M | -17.4% | +90.3% | -107.7% | -30.4% |
| 6M | -25.4% | +102.8% | -128.2% | -39.3% |
| YTD | -10.5% | +187.3% | -197.9% | -35.5% |
| 1Y | +75.8% | +161.8% | -86.0% | +28.5% |
| All | -29.2% | +55.5% | -84.7% | -48.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling