+59.3%
PBF vs TEVA
+280.8%
-221.5%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.0% | -0.5% | +1.5% |
| 7D | +5.3% | +2.0% | +3.3% | +5.3% |
| 30D | +11.7% | +1.0% | +10.8% | +11.7% |
| 3M | +91.1% | +7.3% | +83.8% | +90.5% |
| 6M | +88.4% | +21.7% | +66.7% | +86.8% |
| YTD | +194.1% | +18.8% | +175.2% | +191.7% |
| 1Y | +180.4% | +86.5% | +93.9% | +167.3% |
| 3Y | +59.3% | +269.4% | -210.1% | +23.3% |
| All | +59.3% | +280.8% | -221.5% | +23.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling