+330.8%
PBF vs TECK
+146.7%
+184.1%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.4% | -1.7% | -1.5% |
| 7D | +4.3% | -0.3% | +4.6% | +4.4% |
| 30D | +22.0% | +4.6% | +17.4% | +19.6% |
| 3M | +74.5% | +2.8% | +71.7% | +70.0% |
| 6M | +67.7% | +24.9% | +42.8% | +47.2% |
| YTD | +179.2% | +44.7% | +134.4% | +129.0% |
| 1Y | +170.0% | +112.0% | +58.0% | +87.5% |
| 3Y | +66.4% | +67.6% | -1.2% | +22.9% |
| 5Y | +764.5% | +200.3% | +564.1% | +398.3% |
| 10Y | +358.5% | +358.2% | +0.3% | +112.6% |
| All | +330.8% | +146.7% | +184.1% | +110.8% |
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 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