+77.2%
PBF vs TENB
+9.5%
+67.7%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.2% | +0.6% |
| 7D | +6.5% | -3.3% | +9.7% | +7.1% |
| 30D | -20.0% | +6.9% | -26.9% | -20.8% |
| 3M | -3.3% | +1.8% | -5.2% | -3.6% |
| 6M | +76.8% | +98.1% | -21.3% | +48.4% |
| YTD | +168.9% | +73.2% | +95.7% | +131.4% |
| 1Y | +96.4% | +50.7% | +45.7% | +77.8% |
| 3Y | +77.2% | +9.3% | +67.9% | +69.8% |
| All | +77.2% | +9.5% | +67.7% | +69.8% |
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