+111.0%
PBF vs TDY
+22.9%
+88.1%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -4.8% | -1.9% | -6.1% |
| 7D | -0.9% | -5.0% | +4.1% | -0.3% |
| 30D | -13.7% | +2.0% | -15.7% | -13.7% |
| 3M | +10.6% | -7.7% | +18.3% | +11.2% |
| 6M | +61.2% | -0.9% | +62.0% | +60.8% |
| YTD | +172.7% | +23.7% | +149.0% | +121.6% |
| 1Y | +111.0% | +23.6% | +87.4% | +72.4% |
| All | +111.0% | +22.9% | +88.1% | +72.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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