+255.2%
PBF vs ALK
-41.4%
+296.6%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -1.2% | +7.0% | +6.4% |
| 7D | -4.0% | +2.6% | -6.6% | -5.1% |
| 30D | -18.0% | +7.8% | -25.8% | -21.9% |
| 3M | +0.9% | -15.2% | +16.1% | +6.8% |
| 6M | +65.7% | +5.0% | +60.7% | +49.5% |
| YTD | +161.9% | -18.4% | +180.3% | +151.3% |
| 1Y | +77.8% | -2.4% | +80.2% | +51.2% |
| 3Y | +74.9% | +19.8% | +55.1% | +12.3% |
| 5Y | +423.4% | -27.8% | +451.2% | +338.5% |
| 10Y | +255.2% | -42.0% | +297.1% | +166.0% |
| All | +255.2% | -41.4% | +296.6% | +166.0% |
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