+240.3%
PBF vs ALLE
+217.2%
+23.1%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -0.5% | -4.7% | -4.9% |
| 7D | -15.3% | +0.1% | -15.4% | -15.3% |
| 30D | -21.8% | +25.9% | -47.7% | -34.1% |
| 3M | -0.2% | +14.9% | -15.1% | -10.8% |
| 6M | +63.6% | +42.1% | +21.5% | +21.0% |
| YTD | +147.5% | +20.4% | +127.1% | +102.9% |
| 1Y | +69.8% | +14.9% | +55.0% | +44.5% |
| 3Y | +65.3% | +90.1% | -24.8% | -14.0% |
| 5Y | +393.4% | +53.0% | +340.4% | +191.2% |
| 10Y | +240.3% | +208.8% | +31.5% | +43.5% |
| All | +240.3% | +217.2% | +23.1% | +43.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling