+314.6%
PBF vs ALLY
+124.8%
+189.8%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.3% | -1.6% | -1.5% |
| 7D | +4.3% | +3.7% | +0.6% | +2.0% |
| 30D | +22.0% | -2.3% | +24.2% | +23.5% |
| 3M | +74.5% | +3.8% | +70.7% | +68.8% |
| 6M | +67.7% | +9.7% | +58.0% | +52.1% |
| YTD | +179.2% | -1.4% | +180.6% | +168.9% |
| 1Y | +170.0% | +8.2% | +161.8% | +142.6% |
| 3Y | +66.4% | +66.5% | -0.1% | +6.2% |
| 5Y | +764.5% | +1.2% | +763.3% | +611.0% |
| 10Y | +358.5% | +191.4% | +167.1% | +90.5% |
| All | +314.6% | +124.8% | +189.8% | +75.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling