+395.3%
PBF vs ALK
-34.8%
+430.0%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.6% | -2.2% | -1.7% |
| 7D | -13.8% | +9.0% | -22.8% | -14.9% |
| 30D | -19.6% | -1.6% | -18.0% | -19.6% |
| 3M | +10.3% | -23.2% | +33.4% | +14.0% |
| 6M | +63.4% | -3.9% | +67.3% | +60.0% |
| YTD | +152.6% | -22.6% | +175.2% | +155.6% |
| 1Y | +87.4% | -5.3% | +92.7% | +76.0% |
| 3Y | +63.3% | +18.6% | +44.7% | +34.5% |
| All | +395.3% | -34.8% | +430.0% | +404.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling