+420.4%
PBF vs ALK
-31.3%
+451.8%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.5% | +1.9% | +0.6% |
| 7D | +6.5% | -1.2% | +7.6% | +6.6% |
| 30D | -20.0% | +7.7% | -27.7% | -21.0% |
| 3M | -3.3% | -19.0% | +15.7% | -0.9% |
| 6M | +76.8% | -0.2% | +77.0% | +71.6% |
| YTD | +168.9% | -23.5% | +192.4% | +172.4% |
| 1Y | +96.4% | -9.1% | +105.5% | +86.7% |
| 3Y | +77.2% | +12.0% | +65.2% | +48.6% |
| All | +420.4% | -31.3% | +451.8% | +396.1% |
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