+157.6%
PBF vs ALC
+32.2%
+125.5%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.3% | +3.1% | +3.3% |
| 7D | -7.4% | +2.1% | -9.4% | -8.6% |
| 30D | -17.5% | +17.2% | -34.7% | -24.1% |
| 3M | +13.1% | +4.6% | +8.5% | +9.6% |
| 6M | +72.6% | +20.1% | +52.5% | +53.9% |
| YTD | +161.2% | -4.2% | +165.4% | +157.8% |
| 1Y | +93.3% | +2.1% | +91.3% | +83.3% |
| 3Y | +80.7% | +4.5% | +76.2% | +59.8% |
| 5Y | +396.1% | -12.3% | +408.4% | +381.5% |
| All | +157.6% | +32.2% | +125.5% | +52.9% |
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