+33.9%
ALNY vs PBF
+799.3%
-765.5%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.6% | -1.1% | +0.5% |
| 7D | -6.5% | +5.3% | -11.9% | -6.5% |
| 30D | +11.0% | +11.7% | -0.7% | +11.2% |
| 3M | -14.1% | +91.1% | -105.1% | -14.7% |
| 6M | -22.4% | +88.4% | -110.8% | -23.1% |
| YTD | -37.5% | +194.1% | -231.5% | -38.9% |
| 1Y | -46.9% | +180.4% | -227.3% | -48.1% |
| 3Y | +22.1% | +59.3% | -37.2% | +18.3% |
| All | +33.9% | +799.3% | -765.5% | +13.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling