+240.3%
PBF vs TECH
+190.5%
+49.8%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | 0.0% | -5.2% | -5.2% |
| 7D | -15.3% | +0.2% | -15.5% | -15.4% |
| 30D | -21.8% | +0.5% | -22.3% | -21.9% |
| 3M | -0.2% | +1.1% | -1.3% | -0.6% |
| 6M | +63.6% | +51.0% | +12.6% | +40.8% |
| YTD | +147.5% | +24.4% | +123.2% | +122.9% |
| 1Y | +69.8% | +27.4% | +42.4% | +51.0% |
| 3Y | +65.3% | +28.5% | +36.8% | +38.1% |
| 5Y | +393.4% | -40.9% | +434.3% | +457.0% |
| 10Y | +240.3% | +192.5% | +47.8% | +50.9% |
| All | +240.3% | +190.5% | +49.8% | +50.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TECH.
Daily Out/Under-Performance
Portfolio return minus TECH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECH 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 10y: compounded portfolio wealth divided by compounded TECH 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…
10y analysis · Full analysis span regression · 6 months rolling