+334.9%
PBF vs TD
+303.5%
+31.4%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | -0.1% | -0.3% |
| 7D | +2.3% | -2.6% | +4.9% | +5.8% |
| 30D | +11.6% | -1.0% | +12.6% | +12.5% |
| 3M | +81.7% | +5.6% | +76.1% | +66.5% |
| 6M | +96.4% | +27.1% | +69.3% | +35.3% |
| YTD | +189.5% | +29.4% | +160.1% | +94.9% |
| 1Y | +180.7% | +60.7% | +120.1% | +38.4% |
| 3Y | +56.6% | +127.6% | -71.0% | -55.3% |
| 5Y | +802.0% | +125.4% | +676.6% | +142.5% |
| All | +334.9% | +303.5% | +31.4% | -38.7% |
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