+330.8%
PBF vs TD
+402.2%
-71.4%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.4% | 0.0% | +0.3% |
| 7D | +4.3% | +0.3% | +4.0% | +3.8% |
| 30D | +22.0% | +0.4% | +21.6% | +20.9% |
| 3M | +74.5% | +7.6% | +66.9% | +57.7% |
| 6M | +67.7% | +25.0% | +42.7% | +22.5% |
| YTD | +179.2% | +31.0% | +148.2% | +92.7% |
| 1Y | +170.0% | +65.2% | +104.8% | +38.1% |
| 3Y | +66.4% | +122.5% | -56.1% | -43.9% |
| 5Y | +764.5% | +124.8% | +639.7% | +176.7% |
| 10Y | +358.5% | +298.2% | +60.3% | -13.0% |
| All | +330.8% | +402.2% | -71.4% | -33.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling