+88.1%
PBF vs ALC
-11.3%
+99.4%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.9% | +2.6% | +1.5% |
| 7D | +3.8% | -6.2% | +10.0% | +2.2% |
| 30D | -22.2% | +14.0% | -36.2% | -19.7% |
| 3M | +1.3% | -2.4% | +3.6% | +2.4% |
| 6M | +69.0% | +12.6% | +56.4% | +74.1% |
| YTD | +166.5% | -8.4% | +174.9% | +160.1% |
| 1Y | +88.1% | -9.1% | +97.2% | +83.8% |
| All | +88.1% | -11.3% | +99.4% | +83.8% |
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