+184.4%
PBF vs ALC
+21.6%
+162.8%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -2.0% | +5.2% | +4.3% |
| 7D | +2.4% | -3.7% | +6.0% | +4.3% |
| 30D | +24.9% | -3.7% | +28.6% | +27.2% |
| 3M | +81.9% | +4.6% | +77.3% | +76.2% |
| 6M | +79.4% | -14.6% | +94.0% | +90.7% |
| YTD | +188.3% | -11.9% | +200.2% | +199.3% |
| 1Y | +177.3% | -13.1% | +190.4% | +189.0% |
| 3Y | +56.0% | -15.0% | +71.0% | +57.6% |
| 5Y | +804.0% | -16.2% | +820.2% | +779.5% |
| All | +184.4% | +21.6% | +162.8% | +77.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling