+55.7%
PBF vs TENB
-26.8%
+82.5%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.3% |
| 7D | +1.4% | -1.7% | +3.0% | +1.7% |
| 30D | +15.8% | -8.3% | +24.1% | +17.5% |
| 3M | +90.3% | +26.2% | +64.1% | +77.9% |
| 6M | +102.8% | +60.2% | +42.6% | +78.4% |
| YTD | +187.3% | +43.1% | +144.2% | +158.3% |
| 1Y | +161.8% | +9.4% | +152.5% | +156.2% |
| All | +55.7% | -26.8% | +82.5% | +64.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TENB.
Daily Out/Under-Performance
Portfolio return minus TENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TENB 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 TENB 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