+346.7%
PBF vs TEVA
+5.6%
+341.1%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.4% | +2.1% | +1.1% |
| 7D | +2.3% | -0.7% | +3.1% | +2.6% |
| 30D | +11.6% | -0.4% | +11.9% | +11.5% |
| 3M | +81.7% | +8.2% | +73.5% | +76.7% |
| 6M | +96.4% | +15.3% | +81.1% | +84.6% |
| YTD | +189.5% | +16.5% | +173.0% | +170.3% |
| 1Y | +180.7% | +85.7% | +95.0% | +122.7% |
| 3Y | +56.6% | +277.9% | -221.2% | -10.0% |
| 5Y | +802.0% | +295.5% | +506.4% | +385.4% |
| 10Y | +365.7% | -24.5% | +390.2% | +241.0% |
| All | +346.7% | +5.6% | +341.1% | +211.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling