+111.0%
PBF vs TLN
-17.6%
+128.6%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -8.5% | +1.9% | -7.4% |
| 7D | -0.9% | -6.0% | +5.1% | -1.4% |
| 30D | -13.7% | -1.5% | -12.2% | -13.5% |
| 3M | +10.6% | -3.9% | +14.5% | +10.3% |
| 6M | +61.2% | -15.0% | +76.2% | +58.5% |
| YTD | +172.7% | -12.8% | +185.5% | +178.0% |
| 1Y | +111.0% | -17.3% | +128.3% | +119.9% |
| All | +111.0% | -17.6% | +128.6% | +119.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 TLN 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