+177.3%
PBF vs ALLY
+5.0%
+172.2%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -3.3% | +6.6% | +2.4% |
| 7D | +2.4% | +1.0% | +1.3% | +2.6% |
| 30D | +24.9% | -3.3% | +28.2% | +23.8% |
| 3M | +81.9% | +0.5% | +81.4% | +82.6% |
| 6M | +79.4% | +12.6% | +66.8% | +79.0% |
| YTD | +188.3% | -4.7% | +193.0% | +195.0% |
| 1Y | +177.3% | +5.2% | +172.0% | +174.6% |
| All | +177.3% | +5.0% | +172.2% | +174.6% |
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