+55.7%
PBF vs TECK
+75.5%
-19.8%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.3% | +1.9% | +0.2% |
| 7D | +1.4% | +4.9% | -3.5% | +0.3% |
| 30D | +15.8% | +5.2% | +10.7% | +14.3% |
| 3M | +90.3% | +13.8% | +76.5% | +83.0% |
| 6M | +102.8% | +38.5% | +64.3% | +79.3% |
| YTD | +187.3% | +47.3% | +140.0% | +144.5% |
| 1Y | +161.8% | +81.0% | +80.9% | +101.3% |
| All | +55.7% | +75.5% | -19.8% | +15.8% |
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