+330.8%
PBF vs ALK
+117.2%
+213.6%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.5% | -2.9% | -2.0% |
| 7D | +4.3% | -0.7% | +5.0% | +4.5% |
| 30D | +22.0% | -19.2% | +41.2% | +33.6% |
| 3M | +74.5% | -1.5% | +76.0% | +68.5% |
| 6M | +67.7% | -13.1% | +80.7% | +61.6% |
| YTD | +179.2% | -16.4% | +195.6% | +170.1% |
| 1Y | +170.0% | -33.1% | +203.1% | +187.9% |
| 3Y | +66.4% | +0.6% | +65.8% | +26.6% |
| 5Y | +764.5% | -26.4% | +790.9% | +648.3% |
| 10Y | +358.5% | -34.2% | +392.7% | +276.5% |
| All | +330.8% | +117.2% | +213.6% | +129.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling