+718.6%
PBF vs ALHC
-33.5%
+752.1%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.3% | -1.3% |
| 7D | +4.3% | -0.6% | +4.9% | +4.3% |
| 30D | +22.0% | -1.0% | +23.0% | +22.0% |
| 3M | +74.5% | -10.2% | +84.7% | +74.3% |
| 6M | +67.7% | -28.3% | +96.0% | +68.1% |
| YTD | +179.2% | -31.4% | +210.6% | +180.1% |
| 1Y | +170.0% | -16.9% | +186.9% | +168.9% |
| 3Y | +66.4% | +135.5% | -69.1% | +53.0% |
| All | +718.6% | -33.5% | +752.1% | +795.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling