+395.3%
PBF vs ALC
-11.2%
+406.5%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.1% | +0.5% | -1.3% |
| 7D | -13.8% | +4.9% | -18.6% | -14.4% |
| 30D | -19.6% | +19.0% | -38.6% | -21.7% |
| 3M | +10.3% | +7.8% | +2.5% | +9.0% |
| 6M | +63.4% | +14.6% | +48.9% | +59.3% |
| YTD | +152.6% | -4.4% | +157.1% | +153.3% |
| 1Y | +87.4% | +1.4% | +86.0% | +85.1% |
| 3Y | +63.3% | +2.5% | +60.7% | +61.4% |
| All | +395.3% | -11.2% | +406.5% | +422.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling