+1,310.5%
ALNY vs PBF
+317.1%
+993.5%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +3.3% | -5.5% | -2.5% |
| 7D | +5.7% | +2.4% | +3.3% | +5.5% |
| 30D | +18.7% | +24.9% | -6.2% | +16.3% |
| 3M | -11.0% | +81.9% | -92.8% | -16.7% |
| 6M | -18.9% | +79.4% | -98.3% | -24.6% |
| YTD | -34.6% | +188.3% | -222.9% | -42.3% |
| 1Y | -42.8% | +177.3% | -220.1% | -49.7% |
| 3Y | +29.1% | +56.0% | -26.9% | +17.6% |
| 5Y | +39.6% | +804.0% | -764.4% | -3.0% |
| 10Y | +253.8% | +334.1% | -80.3% | +122.9% |
| All | +1,310.5% | +317.1% | +993.5% | +776.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling