+111.0%
PBF vs TRGP
+89.5%
+21.5%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -4.5% | -2.1% | -3.5% |
| 7D | -0.9% | -6.5% | +5.6% | +3.8% |
| 30D | -13.7% | -0.4% | -13.3% | -13.4% |
| 3M | +10.6% | +8.8% | +1.8% | +3.8% |
| 6M | +61.2% | +11.0% | +50.2% | +48.9% |
| YTD | +172.7% | +57.4% | +115.3% | +99.0% |
| 1Y | +111.0% | +87.9% | +23.2% | +42.4% |
| All | +111.0% | +89.5% | +21.5% | +42.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TRGP.
Daily Out/Under-Performance
Portfolio return minus TRGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRGP 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 TRGP 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