+395.3%
PBF vs TAP
+2.0%
+393.3%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.5% | +2.9% | -0.8% |
| 7D | -13.8% | +0.5% | -14.3% | -14.0% |
| 30D | -19.6% | +9.1% | -28.8% | -21.1% |
| 3M | +10.3% | -3.8% | +14.1% | +10.5% |
| 6M | +63.4% | -3.4% | +66.9% | +63.1% |
| YTD | +152.6% | -10.6% | +163.3% | +155.8% |
| 1Y | +87.4% | -4.4% | +91.8% | +86.0% |
| 3Y | +63.3% | -24.4% | +87.6% | +72.2% |
| All | +395.3% | +2.0% | +393.3% | +301.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling