+236.1%
ALNY vs PBF
+374.8%
-138.7%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.6% | -1.1% | +0.4% |
| 7D | -6.5% | +5.3% | -11.9% | -6.8% |
| 30D | +11.0% | +11.7% | -0.7% | +10.3% |
| 3M | -14.1% | +91.1% | -105.1% | -18.3% |
| 6M | -22.4% | +88.4% | -110.8% | -26.5% |
| YTD | -37.5% | +194.1% | -231.5% | -42.9% |
| 1Y | -46.9% | +180.4% | -227.3% | -51.6% |
| 3Y | +22.1% | +59.3% | -37.2% | +13.9% |
| 5Y | +31.2% | +816.3% | -785.1% | +0.3% |
| All | +236.1% | +374.8% | -138.7% | +116.7% |
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