+330.8%
PBF vs TECH
+366.1%
-35.3%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.3% | -1.3% |
| 7D | +4.3% | +0.1% | +4.2% | +4.3% |
| 30D | +22.0% | +0.7% | +21.3% | +21.7% |
| 3M | +74.5% | +36.3% | +38.2% | +55.5% |
| 6M | +67.7% | +25.6% | +42.1% | +50.7% |
| YTD | +179.2% | +23.7% | +155.5% | +151.0% |
| 1Y | +170.0% | +37.6% | +132.4% | +131.0% |
| 3Y | +66.4% | -6.6% | +73.0% | +57.6% |
| 5Y | +764.5% | -42.2% | +806.7% | +868.0% |
| 10Y | +358.5% | +187.6% | +170.9% | +109.9% |
| All | +330.8% | +366.1% | -35.3% | +66.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling