+313.1%
PBF vs TECK
+118.8%
+194.3%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -3.9% | +6.1% | +3.7% |
| 7D | +4.3% | +2.1% | +2.1% | +3.4% |
| 30D | -21.8% | -8.9% | -12.9% | -19.5% |
| 3M | +1.7% | -7.1% | +8.8% | +3.0% |
| 6M | +69.8% | -7.0% | +76.8% | +68.7% |
| YTD | +167.7% | +28.3% | +139.4% | +126.8% |
| 1Y | +89.0% | +40.6% | +48.4% | +53.7% |
| 3Y | +78.8% | +78.2% | +0.6% | +27.6% |
| 5Y | +415.4% | +129.5% | +285.9% | +224.9% |
| 10Y | +263.1% | +205.6% | +57.5% | +80.9% |
| All | +313.1% | +118.8% | +194.3% | +108.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling