+89.0%
PBF vs ALK
-7.4%
+96.3%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -4.8% | +7.1% | +0.5% |
| 7D | +4.3% | +0.9% | +3.4% | +4.7% |
| 30D | -21.8% | +3.3% | -25.1% | -20.3% |
| 3M | +1.7% | -17.6% | +19.3% | -4.9% |
| 6M | +69.8% | +0.8% | +69.0% | +75.4% |
| YTD | +167.7% | -22.4% | +190.1% | +181.6% |
| 1Y | +89.0% | -10.1% | +99.0% | +90.9% |
| All | +89.0% | -7.4% | +96.3% | +90.9% |
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