+111.0%
PBF vs TEVA
+106.6%
+4.5%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -0.1% | -6.5% | -6.7% |
| 7D | -0.9% | +4.7% | -5.6% | -0.2% |
| 30D | -13.7% | +5.5% | -19.2% | -12.9% |
| 3M | +10.6% | +21.6% | -10.9% | +14.3% |
| 6M | +61.2% | +18.4% | +42.8% | +65.7% |
| YTD | +172.7% | +34.1% | +138.6% | +189.0% |
| 1Y | +111.0% | +104.5% | +6.5% | +119.4% |
| All | +111.0% | +106.6% | +4.5% | +119.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TEVA.
Daily Out/Under-Performance
Portfolio return minus TEVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEVA 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 1y: compounded portfolio wealth divided by compounded TEVA 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…
1y analysis · Full analysis span regression · 6 months rolling