+330.8%
PBF vs TCOM
+318.6%
+12.2%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.9% | -0.4% | -1.1% |
| 7D | +4.3% | -9.5% | +13.8% | +6.9% |
| 30D | +22.0% | -10.7% | +32.7% | +25.3% |
| 3M | +74.5% | -14.6% | +89.1% | +80.4% |
| 6M | +67.7% | -19.3% | +87.0% | +74.6% |
| YTD | +179.2% | -42.9% | +222.1% | +215.6% |
| 1Y | +170.0% | -43.8% | +213.8% | +206.4% |
| 3Y | +66.4% | +2.1% | +64.3% | +54.0% |
| 5Y | +764.5% | +31.2% | +733.3% | +589.3% |
| 10Y | +358.5% | -13.9% | +372.4% | +280.3% |
| All | +330.8% | +318.6% | +12.2% | +178.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling