+804.0%
PBF vs TECH
-41.8%
+845.8%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.2% | +3.4% | +3.3% |
| 7D | +2.4% | +0.2% | +2.2% | +2.3% |
| 30D | +24.9% | +0.1% | +24.7% | +24.8% |
| 3M | +81.9% | +37.5% | +44.4% | +70.2% |
| 6M | +79.4% | +34.6% | +44.8% | +66.7% |
| YTD | +188.3% | +23.5% | +164.8% | +172.7% |
| 1Y | +177.3% | +34.4% | +142.9% | +156.2% |
| 3Y | +56.0% | +2.3% | +53.7% | +49.2% |
| 5Y | +804.0% | -41.7% | +845.7% | +797.2% |
| All | +804.0% | -41.8% | +845.8% | +797.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling