+412.8%
PBF vs TPG
+74.1%
+338.7%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.6% | 0.0% | +1.2% |
| 7D | +5.3% | -9.4% | +14.7% | +7.8% |
| 30D | +11.7% | -5.3% | +17.0% | +13.0% |
| 3M | +91.1% | +12.9% | +78.2% | +84.3% |
| 6M | +88.4% | +20.1% | +68.3% | +76.8% |
| YTD | +194.1% | -22.5% | +216.5% | +211.4% |
| 1Y | +180.4% | -19.7% | +200.1% | +192.0% |
| 3Y | +59.3% | +81.2% | -21.9% | +32.5% |
| All | +412.8% | +74.1% | +338.7% | +310.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling