+89.0%
PBF vs TD
+54.6%
+34.3%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.4% | +2.6% | +2.2% |
| 7D | +4.3% | +0.6% | +3.7% | +4.4% |
| 30D | -21.8% | +5.0% | -26.8% | -20.7% |
| 3M | +1.7% | +1.1% | +0.6% | +2.5% |
| 6M | +69.8% | +16.5% | +53.3% | +77.7% |
| YTD | +167.7% | +34.3% | +133.5% | +177.7% |
| 1Y | +89.0% | +52.9% | +36.1% | +71.8% |
| All | +89.0% | +54.6% | +34.3% | +71.8% |
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