+69.8%
PBF vs ALK
-5.3%
+75.1%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -0.4% | -4.8% | -5.4% |
| 7D | -15.3% | +12.9% | -28.2% | -11.1% |
| 30D | -21.8% | +5.5% | -27.3% | -19.8% |
| 3M | -0.2% | -12.1% | +11.9% | -4.6% |
| 6M | +63.6% | +1.7% | +61.9% | +69.5% |
| YTD | +147.5% | -17.4% | +164.9% | +165.6% |
| 1Y | +69.8% | -1.9% | +71.8% | +76.9% |
| All | +69.8% | -5.3% | +75.1% | +76.9% |
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