+395.3%
PBF vs ALLE
+49.9%
+345.4%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.7% | -1.4% |
| 7D | -13.8% | -0.6% | -13.2% | -13.7% |
| 30D | -19.6% | +25.3% | -45.0% | -23.3% |
| 3M | +10.3% | +10.3% | 0.0% | +7.9% |
| 6M | +63.4% | +38.0% | +25.4% | +50.3% |
| YTD | +152.6% | +17.8% | +134.9% | +143.2% |
| 1Y | +87.4% | +13.6% | +73.8% | +82.6% |
| 3Y | +63.3% | +89.2% | -25.9% | +30.3% |
| All | +395.3% | +49.9% | +345.4% | +324.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling