+80.7%
PBF vs TECH
+25.7%
+55.0%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.1% | +3.3% | +3.4% |
| 7D | -7.4% | +0.2% | -7.6% | -7.4% |
| 30D | -17.5% | +0.5% | -18.0% | -17.5% |
| 3M | +13.1% | +0.9% | +12.3% | +12.9% |
| 6M | +72.6% | +51.0% | +21.6% | +57.3% |
| YTD | +161.2% | +24.4% | +136.8% | +146.2% |
| 1Y | +93.3% | +27.6% | +65.8% | +80.5% |
| 3Y | +80.7% | +29.9% | +50.7% | +63.6% |
| All | +80.7% | +25.7% | +55.0% | +63.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling