+401.1%
PBF vs TPG
+78.6%
+322.5%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.9% | +3.6% | +0.6% |
| 7D | +1.4% | -6.5% | +7.9% | +3.0% |
| 30D | +15.8% | +0.1% | +15.8% | +15.7% |
| 3M | +90.3% | +14.5% | +75.8% | +82.8% |
| 6M | +102.8% | +17.3% | +85.5% | +91.8% |
| YTD | +187.3% | -20.5% | +207.8% | +202.5% |
| 1Y | +161.8% | -13.2% | +175.1% | +166.3% |
| 3Y | +55.5% | +87.7% | -32.3% | +28.3% |
| All | +401.1% | +78.6% | +322.5% | +299.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling