+170.0%
PBF vs TLN
-17.2%
+187.2%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +3.8% | -5.1% | -0.9% |
| 7D | +4.3% | +7.1% | -2.8% | +5.2% |
| 30D | +22.0% | -3.9% | +25.9% | +21.6% |
| 3M | +74.5% | -16.2% | +90.7% | +70.9% |
| 6M | +67.7% | -5.8% | +73.5% | +68.3% |
| YTD | +179.2% | -15.4% | +194.6% | +181.6% |
| 1Y | +170.0% | -16.7% | +186.7% | +220.0% |
| All | +170.0% | -17.2% | +187.2% | +220.0% |
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