+63.4%
PBF vs ALLE
+39.2%
+24.2%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -3.8% | -3.6% | -9.3% |
| 7D | -13.8% | -0.6% | -13.2% | -13.8% |
| 30D | -19.6% | +25.3% | -45.0% | -7.8% |
| 3M | +10.3% | +10.3% | 0.0% | +15.5% |
| 6M | +63.4% | +38.0% | +25.4% | +102.6% |
| All | +63.4% | +39.2% | +24.2% | +102.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling