+255.2%
PBF vs ALLY
+182.4%
+72.8%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +1.6% | +4.2% | +4.8% |
| 7D | -4.0% | -2.8% | -1.2% | -2.2% |
| 30D | -18.0% | +1.9% | -19.9% | -19.4% |
| 3M | +0.9% | -12.1% | +13.0% | +8.5% |
| 6M | +65.7% | -9.0% | +74.7% | +71.6% |
| YTD | +161.9% | -12.9% | +174.8% | +169.9% |
| 1Y | +77.8% | -0.1% | +77.9% | +66.2% |
| 3Y | +74.9% | +64.6% | +10.3% | +7.7% |
| 5Y | +423.4% | -10.1% | +433.5% | +353.1% |
| 10Y | +255.2% | +176.7% | +78.5% | +37.4% |
| All | +255.2% | +182.4% | +72.8% | +37.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 10y: compounded portfolio wealth divided by compounded ALLY 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…
10y analysis · Full analysis span regression · 6 months rolling