+111.0%
PBF vs TD
+61.0%
+50.0%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +2.8% | -9.4% | -5.8% |
| 7D | -0.9% | +1.4% | -2.3% | -0.3% |
| 30D | -13.7% | +10.2% | -24.0% | -11.3% |
| 3M | +10.6% | +8.1% | +2.5% | +13.4% |
| 6M | +61.2% | +22.3% | +38.9% | +71.9% |
| YTD | +172.7% | +39.0% | +133.7% | +189.7% |
| 1Y | +111.0% | +62.6% | +48.4% | +100.8% |
| All | +111.0% | +61.0% | +50.0% | +100.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD 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 1y: compounded portfolio wealth divided by compounded TD 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…
1y analysis · Full analysis span regression · 6 months rolling