+76.4%
PBF vs TECK
+77.0%
-0.6%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -3.9% | +6.1% | +3.0% |
| 7D | +4.3% | +2.1% | +2.1% | +3.8% |
| 30D | -21.8% | -8.9% | -12.9% | -20.5% |
| 3M | +1.7% | -7.1% | +8.8% | +2.4% |
| 6M | +69.8% | -7.0% | +76.8% | +69.4% |
| YTD | +167.7% | +28.3% | +139.4% | +133.7% |
| 1Y | +89.0% | +40.6% | +48.4% | +58.2% |
| All | +76.4% | +77.0% | -0.6% | +27.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling