+323.6%
PBF vs ALM
+7,705.7%
-7,382.2%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.5% | +0.2% | -1.3% |
| 7D | +4.3% | -2.6% | +6.9% | +4.3% |
| 30D | +22.0% | +32.0% | -10.0% | +21.9% |
| 3M | +74.5% | -15.0% | +89.5% | +74.5% |
| 6M | +67.7% | -10.1% | +77.8% | +67.6% |
| YTD | +179.2% | +99.4% | +79.7% | +178.6% |
| 1Y | +170.0% | +316.4% | -146.4% | +168.9% |
| 3Y | +66.4% | +2,022.0% | -1,955.6% | +65.0% |
| 5Y | +764.5% | +941.2% | -176.7% | +758.1% |
| 10Y | +358.5% | +2,950.3% | -2,591.8% | +354.9% |
| All | +323.6% | +7,705.7% | -7,382.2% | +320.2% |
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