+111.0%
PBF vs THC
+46.1%
+64.9%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +9.6% | -16.3% | -4.5% |
| 7D | -0.9% | +8.8% | -9.7% | +1.3% |
| 30D | -13.7% | +12.6% | -26.3% | -11.1% |
| 3M | +10.6% | +15.4% | -4.7% | +15.0% |
| 6M | +61.2% | +57.7% | +3.5% | +81.3% |
| YTD | +172.7% | +47.1% | +125.7% | +197.3% |
| 1Y | +111.0% | +40.7% | +70.3% | +129.4% |
| All | +111.0% | +46.1% | +64.9% | +129.4% |
Cumulative growth
Daily Returns
Daily percentage return beside THC.
Daily Out/Under-Performance
Portfolio return minus THC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × THC 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 THC 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