+77.2%
PBF vs ALM
+909.2%
-832.0%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +7.7% | -7.3% | +0.4% |
| 7D | +6.5% | +1.2% | +5.2% | +6.5% |
| 30D | -20.0% | -19.3% | -0.7% | -19.9% |
| 3M | -3.3% | -40.6% | +37.3% | -3.3% |
| 6M | +76.8% | -57.9% | +134.7% | +77.4% |
| YTD | +168.9% | -6.7% | +175.6% | +161.8% |
| 1Y | +96.4% | +20.2% | +76.2% | +89.4% |
| 3Y | +77.2% | +879.4% | -802.2% | +66.3% |
| All | +77.2% | +909.2% | -832.0% | +66.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling