+250.9%
PBF vs TECK
+198.5%
+52.4%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.6% | +2.1% | +1.3% |
| 7D | +6.5% | -0.4% | +6.9% | +6.6% |
| 30D | -20.0% | -7.1% | -12.9% | -17.6% |
| 3M | -3.3% | -5.5% | +2.1% | -2.7% |
| 6M | +76.8% | -9.7% | +86.5% | +77.1% |
| YTD | +168.9% | +26.3% | +142.7% | +111.4% |
| 1Y | +96.4% | +44.4% | +52.0% | +41.7% |
| 3Y | +77.2% | +70.1% | +7.1% | +7.5% |
| 5Y | +417.7% | +125.8% | +292.0% | +140.7% |
| All | +250.9% | +198.5% | +52.4% | +1.6% |
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