+268.4%
PBF vs ALLE
+338.1%
-69.7%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.5% | +2.8% | +2.6% |
| 7D | +4.3% | +1.6% | +2.7% | +3.2% |
| 30D | -21.8% | +24.1% | -45.9% | -33.4% |
| 3M | +1.7% | +14.8% | -13.1% | -9.0% |
| 6M | +69.8% | +45.9% | +23.9% | +23.8% |
| YTD | +167.7% | +20.7% | +147.0% | +119.4% |
| 1Y | +89.0% | +14.2% | +74.8% | +61.7% |
| 3Y | +78.8% | +90.7% | -11.9% | -4.7% |
| 5Y | +415.4% | +50.6% | +364.9% | +214.7% |
| 10Y | +263.1% | +208.9% | +54.2% | +38.5% |
| All | +268.4% | +338.1% | -69.7% | +18.7% |
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