+72.5%
PBF vs ALLY
+65.2%
+7.4%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +1.6% | +4.2% | +5.4% |
| 7D | -4.0% | -2.8% | -1.2% | -3.2% |
| 30D | -18.0% | +1.9% | -19.9% | -18.5% |
| 3M | +0.9% | -12.1% | +13.0% | +4.2% |
| 6M | +65.7% | -9.0% | +74.7% | +68.3% |
| YTD | +161.9% | -12.9% | +174.8% | +167.2% |
| 1Y | +77.8% | -0.1% | +77.9% | +69.8% |
| All | +72.5% | +65.2% | +7.4% | +30.2% |
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