+252.3%
PBF vs ALLE
+233.6%
+18.6%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +2.8% | +0.6% | +1.5% |
| 7D | -7.4% | -0.6% | -6.7% | -7.0% |
| 30D | -17.5% | +26.6% | -44.1% | -30.7% |
| 3M | +13.1% | +13.2% | -0.1% | +2.1% |
| 6M | +72.6% | +42.9% | +29.8% | +27.3% |
| YTD | +161.2% | +21.0% | +140.2% | +113.5% |
| 1Y | +93.3% | +15.2% | +78.2% | +64.3% |
| 3Y | +80.7% | +95.6% | -14.9% | -8.1% |
| 5Y | +396.1% | +53.4% | +342.7% | +193.2% |
| 10Y | +252.3% | +221.5% | +30.8% | +44.0% |
| All | +252.3% | +233.6% | +18.6% | +44.0% |
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