+260.3%
PBF vs ALLE
+340.4%
-80.2%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +0.8% | +5.0% | +5.2% |
| 7D | -4.0% | -0.8% | -3.1% | -3.3% |
| 30D | -18.0% | +27.4% | -45.3% | -31.3% |
| 3M | +0.9% | +13.8% | -12.9% | -9.2% |
| 6M | +65.7% | +45.5% | +20.2% | +21.1% |
| YTD | +161.9% | +21.4% | +140.5% | +113.8% |
| 1Y | +77.8% | +15.4% | +62.4% | +51.0% |
| 3Y | +74.9% | +91.7% | -16.8% | -7.1% |
| 5Y | +423.4% | +54.5% | +368.9% | +211.9% |
| 10Y | +255.2% | +210.5% | +44.6% | +35.0% |
| All | +260.3% | +340.4% | -80.2% | +15.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling