+170.0%
PBF vs TPG
-6.0%
+176.0%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.1% | -0.2% | -1.4% |
| 7D | +4.3% | -2.4% | +6.7% | +4.1% |
| 30D | +22.0% | +11.1% | +10.9% | +23.3% |
| 3M | +74.5% | +26.3% | +48.2% | +79.5% |
| 6M | +67.7% | +18.3% | +49.3% | +74.8% |
| YTD | +179.2% | -14.4% | +193.6% | +183.9% |
| 1Y | +170.0% | -6.7% | +176.7% | +173.8% |
| All | +170.0% | -6.0% | +176.0% | +173.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TPG.
Daily Out/Under-Performance
Portfolio return minus TPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPG 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 1y: compounded portfolio wealth divided by compounded TPG 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…
1y analysis · Full analysis span regression · 6 months rolling