+801.9%
PBF vs TECK
+213.6%
+588.3%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.3% | +1.9% | +0.5% |
| 7D | +1.4% | +4.9% | -3.5% | -0.5% |
| 30D | +15.8% | +5.2% | +10.7% | +13.3% |
| 3M | +90.3% | +13.8% | +76.5% | +78.5% |
| 6M | +102.8% | +38.5% | +64.3% | +68.7% |
| YTD | +187.3% | +47.3% | +140.0% | +128.5% |
| 1Y | +161.8% | +81.0% | +80.9% | +84.9% |
| 3Y | +55.5% | +79.9% | -24.4% | +3.7% |
| 5Y | +801.9% | +207.9% | +594.0% | +317.5% |
| All | +801.9% | +213.6% | +588.3% | +317.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling