-46.9%
ALNY vs PBF
+184.8%
-231.7%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.6% | -1.1% | +0.7% |
| 7D | -6.5% | +5.3% | -11.9% | -5.9% |
| 30D | +11.0% | +11.7% | -0.7% | +12.9% |
| 3M | -14.1% | +91.1% | -105.1% | -9.3% |
| 6M | -22.4% | +88.4% | -110.8% | -18.2% |
| YTD | -37.5% | +194.1% | -231.5% | -33.7% |
| 1Y | -46.9% | +180.4% | -227.3% | -43.1% |
| All | -46.9% | +184.8% | -231.7% | -43.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling