+718.6%
PBF vs ALLE
+13.7%
+704.9%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.0% | -2.3% | -1.5% |
| 7D | +4.3% | -0.2% | +4.5% | +4.3% |
| 30D | +22.0% | -6.8% | +28.8% | +23.8% |
| 3M | +74.5% | +21.0% | +53.5% | +64.6% |
| 6M | +67.7% | +1.1% | +66.6% | +66.5% |
| YTD | +179.2% | -0.5% | +179.7% | +178.3% |
| 1Y | +170.0% | -7.3% | +177.3% | +174.8% |
| 3Y | +66.4% | +42.3% | +24.1% | +42.3% |
| All | +718.6% | +13.7% | +704.9% | +661.3% |
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 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