+55.7%
PBF vs TCOM
+8.5%
+47.2%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.2% | +2.9% | +0.1% |
| 7D | +1.4% | -10.2% | +11.5% | +2.7% |
| 30D | +15.8% | -16.8% | +32.7% | +18.4% |
| 3M | +90.3% | -16.7% | +107.0% | +94.0% |
| 6M | +102.8% | -27.1% | +129.9% | +110.2% |
| YTD | +187.3% | -45.5% | +232.8% | +213.3% |
| 1Y | +161.8% | -45.9% | +207.7% | +185.8% |
| All | +55.7% | +8.5% | +47.2% | +52.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 3y: compounded portfolio wealth divided by compounded TCOM 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…
3y analysis · Full analysis span regression · 6 months rolling