+249.4%
PBF vs TECH
+187.7%
+61.6%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.1% | +2.2% | +2.2% |
| 7D | +4.3% | +0.2% | +4.0% | +4.2% |
| 30D | -21.8% | +0.5% | -22.3% | -21.9% |
| 3M | +1.7% | +1.0% | +0.8% | +1.4% |
| 6M | +69.8% | +54.1% | +15.7% | +45.2% |
| YTD | +167.7% | +24.4% | +143.3% | +141.0% |
| 1Y | +89.0% | +19.3% | +69.7% | +72.5% |
| 3Y | +78.8% | +28.5% | +50.3% | +49.3% |
| 5Y | +415.4% | -41.0% | +456.4% | +482.4% |
| All | +249.4% | +187.7% | +61.6% | +58.6% |
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