+63.3%
PBF vs ALLY
+54.4%
+8.9%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -3.0% | -4.3% | -6.6% |
| 7D | -13.8% | +0.9% | -14.7% | -14.0% |
| 30D | -19.6% | +3.1% | -22.7% | -20.4% |
| 3M | +10.3% | -12.6% | +22.8% | +14.0% |
| 6M | +63.4% | -12.4% | +75.9% | +68.0% |
| YTD | +152.6% | -13.2% | +165.8% | +157.9% |
| 1Y | +87.4% | +1.8% | +85.5% | +77.2% |
| 3Y | +63.3% | +58.0% | +5.3% | +26.9% |
| All | +63.3% | +54.4% | +8.9% | +26.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling