+415.4%
PBF vs TMF
-88.7%
+504.1%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -4.4% | +6.7% | +1.5% |
| 7D | +4.3% | -8.2% | +12.4% | +2.7% |
| 30D | -21.8% | +5.3% | -27.1% | -21.0% |
| 3M | +1.7% | -8.5% | +10.2% | +0.5% |
| 6M | +69.8% | -17.2% | +87.0% | +65.4% |
| YTD | +167.7% | -23.4% | +191.1% | +159.2% |
| 1Y | +89.0% | -30.2% | +119.2% | +80.9% |
| 3Y | +78.8% | -32.9% | +111.7% | +74.4% |
| 5Y | +415.4% | -88.5% | +504.0% | +222.2% |
| All | +415.4% | -88.7% | +504.1% | +222.2% |
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 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