+334.1%
PBF vs TAP
-52.1%
+386.2%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -4.1% | +7.4% | +5.8% |
| 7D | +2.4% | -2.3% | +4.7% | +3.7% |
| 30D | +24.9% | -9.4% | +34.3% | +31.9% |
| 3M | +81.9% | -0.8% | +82.7% | +78.9% |
| 6M | +79.4% | -14.7% | +94.1% | +92.7% |
| YTD | +188.3% | -13.9% | +202.2% | +205.1% |
| 1Y | +177.3% | -18.6% | +195.9% | +200.8% |
| 3Y | +56.0% | -32.0% | +88.0% | +82.9% |
| 5Y | +804.0% | -1.0% | +805.0% | +618.9% |
| 10Y | +334.1% | -51.4% | +385.5% | +287.7% |
| All | +334.1% | -52.1% | +386.2% | +287.7% |
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