+718.6%
PBF vs TMF
-87.5%
+806.1%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.4% | -1.7% | -1.3% |
| 7D | +4.3% | -1.4% | +5.7% | +4.0% |
| 30D | +22.0% | -2.8% | +24.8% | +21.5% |
| 3M | +74.5% | -10.9% | +85.4% | +71.8% |
| 6M | +67.7% | -21.3% | +89.0% | +63.0% |
| YTD | +179.2% | -15.9% | +195.1% | +174.4% |
| 1Y | +170.0% | -15.7% | +185.7% | +165.9% |
| 3Y | +66.4% | -43.4% | +109.7% | +58.2% |
| All | +718.6% | -87.5% | +806.1% | +470.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling