+250.9%
PBF vs TAP
-46.0%
+296.9%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.2% | -2.8% | -1.5% |
| 7D | +6.5% | +1.3% | +5.2% | +5.5% |
| 30D | -20.0% | +5.7% | -25.7% | -23.7% |
| 3M | -3.3% | -1.9% | -1.4% | -3.9% |
| 6M | +76.8% | +0.9% | +75.9% | +69.7% |
| YTD | +168.9% | -9.5% | +178.5% | +172.5% |
| 1Y | +96.4% | -9.0% | +105.3% | +97.4% |
| 3Y | +77.2% | -22.2% | +99.4% | +86.9% |
| 5Y | +417.7% | +1.2% | +416.5% | +302.1% |
| All | +250.9% | -46.0% | +296.9% | +197.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 TAP 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