+334.1%
PBF vs PTC
+204.7%
+129.4%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -5.5% | +8.8% | +5.6% |
| 7D | +2.4% | -12.8% | +15.2% | +8.2% |
| 30D | +24.9% | -9.8% | +34.6% | +29.8% |
| 3M | +81.9% | -2.1% | +83.9% | +80.7% |
| 6M | +79.4% | -18.1% | +97.5% | +91.3% |
| YTD | +188.3% | -23.5% | +211.8% | +214.8% |
| 1Y | +177.3% | -37.4% | +214.6% | +231.0% |
| 3Y | +56.0% | -7.2% | +63.2% | +50.3% |
| 5Y | +804.0% | +2.7% | +801.3% | +699.3% |
| 10Y | +334.1% | +203.4% | +130.7% | +106.5% |
| All | +334.1% | +204.7% | +129.4% | +106.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded PTC 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling