+718.6%
PBF vs ALK
-25.3%
+743.9%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.5% | -2.9% | -1.6% |
| 7D | +4.3% | -0.7% | +5.0% | +4.4% |
| 30D | +22.0% | -19.2% | +41.2% | +26.0% |
| 3M | +74.5% | -1.5% | +76.0% | +71.9% |
| 6M | +67.7% | -13.1% | +80.7% | +67.5% |
| YTD | +179.2% | -16.4% | +195.6% | +180.0% |
| 1Y | +170.0% | -33.1% | +203.1% | +189.9% |
| 3Y | +66.4% | +0.6% | +65.8% | +47.5% |
| All | +718.6% | -25.3% | +743.9% | +687.1% |
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