+330.8%
PBF vs TAP
+32.8%
+298.0%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.2% | -1.1% | -1.2% |
| 7D | +4.3% | -2.3% | +6.6% | +5.6% |
| 30D | +22.0% | -2.1% | +24.1% | +22.8% |
| 3M | +74.5% | +6.6% | +67.9% | +65.1% |
| 6M | +67.7% | -11.5% | +79.2% | +75.5% |
| YTD | +179.2% | -10.3% | +189.4% | +187.7% |
| 1Y | +170.0% | -14.4% | +184.4% | +182.9% |
| 3Y | +66.4% | -28.3% | +94.7% | +86.9% |
| 5Y | +764.5% | +1.7% | +762.8% | +618.9% |
| 10Y | +358.5% | -49.2% | +407.7% | +369.9% |
| All | +330.8% | +32.8% | +298.0% | +176.6% |
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