+120.8%
PBF vs TLN
+583.6%
-462.8%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +3.8% | -5.1% | -1.4% |
| 7D | +4.3% | +7.1% | -2.8% | +4.1% |
| 30D | +22.0% | -3.9% | +25.9% | +22.1% |
| 3M | +74.5% | -16.2% | +90.7% | +74.8% |
| 6M | +67.7% | -5.8% | +73.5% | +66.5% |
| YTD | +179.2% | -15.4% | +194.6% | +178.8% |
| 1Y | +170.0% | -16.7% | +186.7% | +169.5% |
| 3Y | +66.4% | +473.8% | -407.4% | +28.9% |
| All | +120.8% | +583.6% | -462.8% | +64.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling