+250.9%
PBF vs TD
+300.0%
-49.1%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | +6.5% | +1.1% | +5.3% | +5.0% |
| 30D | -20.0% | +5.2% | -25.2% | -25.6% |
| 3M | -3.3% | +1.2% | -4.6% | -6.5% |
| 6M | +76.8% | +17.7% | +59.1% | +37.6% |
| YTD | +168.9% | +34.2% | +134.7% | +70.2% |
| 1Y | +96.4% | +55.4% | +40.9% | +0.8% |
| 3Y | +77.2% | +130.4% | -53.2% | -50.4% |
| 5Y | +417.7% | +101.8% | +315.9% | +67.4% |
| All | +250.9% | +300.0% | -49.1% | -58.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling