+75.6%
PBF vs ALK
+14.9%
+60.7%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -4.8% | +6.6% | +1.9% |
| 7D | +3.8% | +0.9% | +2.9% | +3.7% |
| 30D | -22.2% | +3.3% | -25.4% | -22.2% |
| 3M | +1.3% | -17.6% | +18.8% | +2.1% |
| 6M | +69.0% | +0.8% | +68.2% | +65.7% |
| YTD | +166.5% | -22.4% | +188.9% | +171.4% |
| 1Y | +88.1% | -10.1% | +98.1% | +82.3% |
| All | +75.6% | +14.9% | +60.7% | +59.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling