+343.4%
PBF vs TDY
+850.1%
-506.7%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.3% | +1.0% |
| 7D | +1.4% | -1.8% | +3.2% | +2.8% |
| 30D | +15.8% | -13.8% | +29.6% | +30.3% |
| 3M | +90.3% | -3.9% | +94.2% | +94.3% |
| 6M | +102.8% | -9.0% | +111.8% | +111.5% |
| YTD | +187.3% | +16.5% | +170.8% | +140.8% |
| 1Y | +161.8% | +9.3% | +152.6% | +129.6% |
| 3Y | +55.5% | +45.1% | +10.4% | +2.1% |
| 5Y | +801.9% | +35.0% | +766.9% | +497.1% |
| 10Y | +362.2% | +469.0% | -106.8% | +18.4% |
| All | +343.4% | +850.1% | -506.7% | -15.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling