+96.4%
PBF vs ALLE
+15.3%
+81.0%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.0% | -0.6% | +0.8% |
| 7D | +6.5% | +3.6% | +2.9% | +7.7% |
| 30D | -20.0% | +25.9% | -45.9% | -12.8% |
| 3M | -3.3% | +15.8% | -19.1% | +2.0% |
| 6M | +76.8% | +48.1% | +28.7% | +103.5% |
| YTD | +168.9% | +22.0% | +147.0% | +206.7% |
| 1Y | +96.4% | +18.0% | +78.3% | +126.3% |
| All | +96.4% | +15.3% | +81.0% | +126.3% |
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