+296.3%
PBF vs ALM
+3,798.4%
-3,502.1%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +8.1% | -4.7% | +3.4% |
| 7D | -7.4% | +0.7% | -8.1% | -7.4% |
| 30D | -17.5% | -26.1% | +8.6% | -17.4% |
| 3M | +13.1% | -38.1% | +51.2% | +13.2% |
| 6M | +72.6% | -55.4% | +128.0% | +72.8% |
| YTD | +161.2% | -0.4% | +161.6% | +160.9% |
| 1Y | +93.3% | +25.4% | +68.0% | +93.0% |
| 3Y | +80.7% | +907.8% | -827.1% | +79.5% |
| 5Y | +396.1% | +440.2% | -44.1% | +392.9% |
| 10Y | +252.3% | +2,031.1% | -1,778.9% | +250.0% |
| All | +296.3% | +3,798.4% | -3,502.1% | +293.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling