-9.3%
ALB vs PBF
+74.2%
-83.5%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.4% | -3.5% | -0.8% |
| 7D | +9.5% | -7.4% | +16.8% | +10.9% |
| 30D | -2.1% | -17.5% | +15.3% | +1.2% |
| 3M | -24.1% | +13.1% | -37.3% | -27.7% |
| 6M | -51.0% | +72.6% | -123.6% | -58.6% |
| YTD | -29.3% | +161.2% | -190.5% | -48.9% |
| 1Y | +3.2% | +93.3% | -90.2% | -18.4% |
| 3Y | -9.3% | +80.7% | -90.0% | -37.9% |
| All | -9.3% | +74.2% | -83.5% | -37.9% |
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