+443.1%
PBF vs ALHC
-61.8%
+505.0%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -1.0% | +4.3% | +3.4% |
| 7D | -7.4% | +3.9% | -11.2% | -7.5% |
| 30D | -17.5% | -3.6% | -13.8% | -17.4% |
| 3M | +13.1% | -49.4% | +62.5% | +14.6% |
| 6M | +72.6% | -59.5% | +132.1% | +75.4% |
| YTD | +161.2% | -63.2% | +224.4% | +165.7% |
| 1Y | +93.3% | -55.5% | +148.8% | +94.8% |
| 3Y | +80.7% | +23.0% | +57.7% | +65.4% |
| 5Y | +396.1% | -65.7% | +461.8% | +428.5% |
| All | +443.1% | -61.8% | +505.0% | +409.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALHC.
Daily Out/Under-Performance
Portfolio return minus ALHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALHC 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 10y: compounded portfolio wealth divided by compounded ALHC 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…
10y analysis · Full analysis span regression · 6 months rolling