+111.0%
PBF vs ALC
+4.2%
+106.8%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +6.8% | -13.5% | -4.9% |
| 7D | -0.9% | +10.7% | -11.6% | +1.8% |
| 30D | -13.7% | +20.2% | -33.9% | -9.6% |
| 3M | +10.6% | +8.9% | +1.7% | +14.5% |
| 6M | +61.2% | +5.7% | +55.4% | +68.7% |
| YTD | +172.7% | -1.4% | +174.1% | +172.5% |
| 1Y | +111.0% | +4.7% | +106.3% | +112.7% |
| All | +111.0% | +4.2% | +106.8% | +112.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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