+88.1%
PBF vs ALLY
-0.9%
+89.0%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.7% | +2.5% | +1.5% |
| 7D | +3.8% | -2.1% | +5.9% | +2.9% |
| 30D | -22.2% | +2.0% | -24.2% | -21.4% |
| 3M | +1.3% | -13.3% | +14.6% | -4.0% |
| 6M | +69.0% | -9.9% | +78.9% | +64.0% |
| YTD | +166.5% | -13.5% | +180.0% | +162.6% |
| 1Y | +88.1% | -2.8% | +90.9% | +78.0% |
| All | +88.1% | -0.9% | +89.0% | +78.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling