+127.2%
PBF vs TLN
+589.3%
-462.1%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.9% | +1.5% | -0.3% |
| 7D | +1.4% | +5.8% | -4.5% | +1.2% |
| 30D | +15.8% | -6.9% | +22.7% | +16.0% |
| 3M | +90.3% | -10.9% | +101.2% | +90.2% |
| 6M | +102.8% | -4.6% | +107.4% | +101.3% |
| YTD | +187.3% | -14.7% | +202.0% | +186.9% |
| 1Y | +161.8% | -17.9% | +179.8% | +162.0% |
| 3Y | +55.5% | +483.9% | -428.4% | +20.4% |
| All | +127.2% | +589.3% | -462.1% | +68.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling