+79.2%
PBF vs ALK
-4.9%
+84.1%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +7.1% | -3.7% | +6.0% |
| 7D | -7.4% | +8.9% | -16.3% | -4.0% |
| 30D | -17.5% | +5.9% | -23.4% | -15.2% |
| 3M | +13.1% | -16.5% | +29.7% | +5.9% |
| 6M | +72.6% | +2.1% | +70.5% | +79.1% |
| YTD | +161.2% | -17.1% | +178.3% | +180.6% |
| All | +79.2% | -4.9% | +84.1% | +87.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling