+177.3%
PBF vs ALC
-12.7%
+190.0%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -2.0% | +5.2% | +3.1% |
| 7D | +2.4% | -3.7% | +6.0% | +2.1% |
| 30D | +24.9% | -3.7% | +28.6% | +24.5% |
| 3M | +81.9% | +4.6% | +77.3% | +82.8% |
| 6M | +79.4% | -14.6% | +94.0% | +79.2% |
| YTD | +188.3% | -11.9% | +200.2% | +183.2% |
| 1Y | +177.3% | -13.1% | +190.4% | +166.6% |
| All | +177.3% | -12.7% | +190.0% | +166.6% |
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