+420.4%
PBF vs ALC
-9.1%
+429.5%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.2% | -2.7% | +0.1% |
| 7D | +6.5% | -1.1% | +7.6% | +6.6% |
| 30D | -20.0% | +16.0% | -36.0% | -21.7% |
| 3M | -3.3% | +0.8% | -4.2% | -3.4% |
| 6M | +76.8% | +16.8% | +60.0% | +71.7% |
| YTD | +168.9% | -5.5% | +174.4% | +170.1% |
| 1Y | +96.4% | -5.3% | +101.6% | +97.0% |
| 3Y | +77.2% | +4.1% | +73.1% | +75.1% |
| All | +420.4% | -9.1% | +429.5% | +413.3% |
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