+289.8%
PBF vs TAP
+32.2%
+257.6%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.5% | +2.9% | +0.9% |
| 7D | -13.8% | +0.5% | -14.3% | -14.6% |
| 30D | -19.6% | +9.1% | -28.8% | -24.2% |
| 3M | +10.3% | -3.8% | +14.1% | +10.9% |
| 6M | +63.4% | -3.4% | +66.9% | +61.8% |
| YTD | +152.6% | -10.6% | +163.3% | +158.0% |
| 1Y | +87.4% | -4.4% | +91.8% | +82.7% |
| 3Y | +63.3% | -24.4% | +87.6% | +75.5% |
| 5Y | +412.5% | +2.1% | +410.4% | +319.4% |
| 10Y | +282.5% | -48.7% | +331.2% | +286.3% |
| All | +289.8% | +32.2% | +257.6% | +148.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling