+801.9%
PBF vs TD
+123.1%
+678.8%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.8% | +0.5% |
| 7D | +1.4% | -1.9% | +3.3% | +2.7% |
| 30D | +15.8% | -1.6% | +17.4% | +16.9% |
| 3M | +90.3% | +4.6% | +85.7% | +82.7% |
| 6M | +102.8% | +26.8% | +76.0% | +64.5% |
| YTD | +187.3% | +28.3% | +159.0% | +131.3% |
| 1Y | +161.8% | +60.4% | +101.4% | +73.1% |
| 3Y | +55.5% | +125.7% | -70.2% | -25.1% |
| 5Y | +801.9% | +122.4% | +679.5% | +233.6% |
| All | +801.9% | +123.1% | +678.8% | +233.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling