+175.4%
PBF vs ALC
+24.0%
+151.4%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.2% | +0.9% | -0.2% |
| 7D | +4.3% | -2.1% | +6.4% | +5.4% |
| 30D | +22.0% | -0.1% | +22.1% | +22.0% |
| 3M | +74.5% | +5.9% | +68.6% | +68.1% |
| 6M | +67.7% | -15.9% | +83.6% | +80.2% |
| YTD | +179.2% | -10.1% | +189.3% | +187.1% |
| 1Y | +170.0% | -10.2% | +180.2% | +176.5% |
| 3Y | +66.4% | -13.6% | +79.9% | +66.8% |
| 5Y | +764.5% | -15.1% | +779.6% | +740.5% |
| All | +175.4% | +24.0% | +151.4% | +70.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling