+250.9%
PBF vs TECH
+187.9%
+63.0%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.4% |
| 7D | +6.5% | +0.1% | +6.3% | +6.4% |
| 30D | -20.0% | +0.5% | -20.5% | -20.1% |
| 3M | -3.3% | +1.1% | -4.4% | -3.7% |
| 6M | +76.8% | +62.8% | +14.0% | +48.3% |
| YTD | +168.9% | +24.5% | +144.5% | +142.1% |
| 1Y | +96.4% | +20.6% | +75.7% | +78.5% |
| 3Y | +77.2% | +29.5% | +47.7% | +47.6% |
| 5Y | +417.7% | -40.9% | +458.7% | +484.9% |
| All | +250.9% | +187.9% | +63.0% | +59.3% |
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