+284.5%
PBF vs ALK
-41.7%
+326.3%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.6% | -2.2% | -1.9% |
| 7D | -13.8% | +9.0% | -22.8% | -17.9% |
| 30D | -19.6% | -1.6% | -18.0% | -20.0% |
| 3M | +10.3% | -23.2% | +33.4% | +22.1% |
| 6M | +63.4% | -3.9% | +67.3% | +53.9% |
| YTD | +152.6% | -22.6% | +175.2% | +148.6% |
| 1Y | +87.4% | -5.3% | +92.7% | +60.9% |
| 3Y | +63.3% | +18.6% | +44.7% | +4.4% |
| 5Y | +412.5% | -34.4% | +446.9% | +355.7% |
| All | +284.5% | -41.7% | +326.3% | +205.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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