+252.3%
PBF vs TMF
-83.0%
+335.3%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.1% | +3.3% | +3.4% |
| 7D | -7.4% | +0.6% | -8.0% | -7.1% |
| 30D | -17.5% | +16.3% | -33.8% | -13.5% |
| 3M | +13.1% | -2.7% | +15.8% | +12.8% |
| 6M | +72.6% | -13.2% | +85.8% | +67.3% |
| YTD | +161.2% | -16.7% | +177.9% | +153.1% |
| 1Y | +93.3% | -22.7% | +116.1% | +83.8% |
| 3Y | +80.7% | -26.1% | +106.8% | +77.6% |
| 5Y | +396.1% | -88.4% | +484.5% | +155.4% |
| 10Y | +252.3% | -81.8% | +334.1% | +141.2% |
| All | +252.3% | -83.0% | +335.3% | +141.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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