+362.2%
PBF vs TECH
+179.6%
+182.7%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.3% | -0.3% |
| 7D | +1.4% | -0.1% | +1.4% | +1.4% |
| 30D | +15.8% | +0.3% | +15.6% | +15.7% |
| 3M | +90.3% | +32.9% | +57.3% | +71.4% |
| 6M | +102.8% | +32.1% | +70.8% | +79.3% |
| YTD | +187.3% | +23.4% | +163.9% | +158.9% |
| 1Y | +161.8% | +34.1% | +127.8% | +126.6% |
| 3Y | +55.5% | +2.2% | +53.3% | +42.1% |
| 5Y | +801.9% | -41.8% | +843.7% | +920.5% |
| 10Y | +362.2% | +188.9% | +173.3% | +78.0% |
| All | +362.2% | +179.6% | +182.7% | +78.0% |
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