+423.4%
PBF vs TD
+104.8%
+318.6%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +0.3% | +5.5% | +5.6% |
| 7D | -4.0% | -3.1% | -0.9% | -1.9% |
| 30D | -18.0% | +6.7% | -24.7% | -21.6% |
| 3M | +0.9% | +3.1% | -2.2% | -1.7% |
| 6M | +65.7% | +17.6% | +48.1% | +45.9% |
| YTD | +161.9% | +34.8% | +127.1% | +104.9% |
| 1Y | +77.8% | +55.6% | +22.2% | +23.3% |
| 3Y | +74.9% | +133.1% | -58.3% | -14.9% |
| 5Y | +423.4% | +104.7% | +318.7% | +158.7% |
| All | +423.4% | +104.8% | +318.6% | +158.7% |
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 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