+59.3%
PBF vs TPG
+81.8%
-22.5%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.6% | 0.0% | +1.2% |
| 7D | +5.3% | -9.4% | +14.7% | +8.0% |
| 30D | +11.7% | -5.3% | +17.0% | +13.1% |
| 3M | +91.1% | +12.9% | +78.2% | +83.7% |
| 6M | +88.4% | +20.1% | +68.3% | +75.4% |
| YTD | +194.1% | -22.5% | +216.5% | +218.2% |
| 1Y | +180.4% | -19.7% | +200.1% | +196.6% |
| 3Y | +59.3% | +81.2% | -21.9% | +24.3% |
| All | +59.3% | +81.8% | -22.5% | +24.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling