+341.8%
PBF vs TECK
+377.7%
-35.9%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.8% | +0.8% | +1.2% |
| 7D | +5.3% | -3.8% | +9.2% | +7.3% |
| 30D | +11.7% | +0.7% | +11.0% | +10.6% |
| 3M | +91.1% | +4.6% | +86.5% | +83.0% |
| 6M | +88.4% | +25.1% | +63.3% | +55.7% |
| YTD | +194.1% | +39.2% | +154.9% | +125.0% |
| 1Y | +180.4% | +60.3% | +120.1% | +94.3% |
| 3Y | +59.3% | +62.9% | -3.6% | +2.2% |
| 5Y | +816.3% | +181.5% | +634.8% | +288.6% |
| All | +341.8% | +377.7% | -35.9% | +31.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TECK.
Daily Out/Under-Performance
Portfolio return minus TECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECK 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 TECK 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