+334.1%
PBF vs ALM
+3,219.4%
-2,885.3%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +8.8% | -5.6% | +2.9% |
| 7D | +2.4% | +8.4% | -6.0% | +2.0% |
| 30D | +24.9% | +34.8% | -10.0% | +23.2% |
| 3M | +81.9% | +16.2% | +65.6% | +79.9% |
| 6M | +79.4% | +2.1% | +77.2% | +76.9% |
| YTD | +188.3% | +117.0% | +71.3% | +173.2% |
| 1Y | +177.3% | +313.9% | -136.6% | +152.4% |
| 3Y | +56.0% | +2,327.9% | -2,271.9% | +23.9% |
| 5Y | +804.0% | +1,040.6% | -236.6% | +640.6% |
| 10Y | +334.1% | +3,219.4% | -2,885.3% | +223.7% |
| All | +334.1% | +3,219.4% | -2,885.3% | +223.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 10y: compounded portfolio wealth divided by compounded ALM 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…
10y analysis · Full analysis span regression · 6 months rolling