+341.8%
PBF vs TEVA
-22.9%
+364.7%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.0% | -0.5% | +1.0% |
| 7D | +5.3% | +2.0% | +3.3% | +4.7% |
| 30D | +11.7% | +1.0% | +10.8% | +11.3% |
| 3M | +91.1% | +7.3% | +83.8% | +86.2% |
| 6M | +88.4% | +21.7% | +66.7% | +74.1% |
| YTD | +194.1% | +18.8% | +175.2% | +172.6% |
| 1Y | +180.4% | +86.5% | +93.9% | +121.3% |
| 3Y | +59.3% | +269.4% | -210.1% | -9.0% |
| 5Y | +816.3% | +303.6% | +512.7% | +380.3% |
| All | +341.8% | -22.9% | +364.7% | +214.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling