+284.5%
PBF vs ALLE
+222.4%
+62.1%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.7% | -1.0% |
| 7D | -13.8% | -0.6% | -13.2% | -13.6% |
| 30D | -19.6% | +25.3% | -45.0% | -32.1% |
| 3M | +10.3% | +10.3% | 0.0% | +1.2% |
| 6M | +63.4% | +38.0% | +25.4% | +23.2% |
| YTD | +152.6% | +17.8% | +134.9% | +110.1% |
| 1Y | +87.4% | +13.6% | +73.8% | +60.2% |
| 3Y | +63.3% | +89.2% | -25.9% | -15.2% |
| 5Y | +412.5% | +51.1% | +361.4% | +203.6% |
| All | +284.5% | +222.4% | +62.1% | +49.9% |
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