+801.9%
PBF vs TCOM
+25.9%
+776.0%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.2% | +2.9% | +0.1% |
| 7D | +1.4% | -10.2% | +11.5% | +3.0% |
| 30D | +15.8% | -16.8% | +32.7% | +19.0% |
| 3M | +90.3% | -16.7% | +107.0% | +94.8% |
| 6M | +102.8% | -27.1% | +129.9% | +111.4% |
| YTD | +187.3% | -45.5% | +232.8% | +213.6% |
| 1Y | +161.8% | -45.9% | +207.7% | +186.1% |
| 3Y | +55.5% | +9.8% | +45.7% | +47.4% |
| 5Y | +801.9% | +23.8% | +778.1% | +810.8% |
| All | +801.9% | +25.9% | +776.0% | +810.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling