+444.6%
PBF vs ALHC
-59.6%
+504.2%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +0.3% | +5.5% | +5.8% |
| 7D | -4.0% | -5.5% | +1.5% | -3.9% |
| 30D | -18.0% | -4.9% | -13.0% | -17.9% |
| 3M | +0.9% | -41.7% | +42.7% | +1.9% |
| 6M | +65.7% | -55.2% | +120.9% | +67.9% |
| YTD | +161.9% | -61.1% | +222.9% | +166.0% |
| 1Y | +77.8% | -53.3% | +131.1% | +79.0% |
| 3Y | +74.9% | +28.2% | +46.7% | +60.1% |
| 5Y | +423.4% | -65.8% | +489.2% | +463.4% |
| All | +444.6% | -59.6% | +504.2% | +409.9% |
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