+111.0%
PBF vs ALLE
+18.6%
+92.5%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +1.8% | -8.4% | -6.0% |
| 7D | -0.9% | +6.7% | -7.6% | +1.5% |
| 30D | -13.7% | +25.4% | -39.1% | -6.2% |
| 3M | +10.6% | +16.9% | -6.3% | +17.4% |
| 6M | +61.2% | +46.6% | +14.6% | +85.2% |
| YTD | +172.7% | +22.4% | +150.3% | +213.4% |
| 1Y | +111.0% | +17.7% | +93.3% | +146.3% |
| All | +111.0% | +18.6% | +92.5% | +146.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 1y: compounded portfolio wealth divided by compounded ALLE 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…
1y analysis · Full analysis span regression · 6 months rolling