+334.9%
PBF vs TRGP
+868.8%
-533.9%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.6% | +0.6% |
| 7D | +2.3% | -0.6% | +2.9% | +2.7% |
| 30D | +11.6% | +10.0% | +1.6% | +4.2% |
| 3M | +81.7% | +7.6% | +74.1% | +72.1% |
| 6M | +96.4% | +26.8% | +69.7% | +66.6% |
| YTD | +189.5% | +60.6% | +128.9% | +109.2% |
| 1Y | +180.7% | +82.5% | +98.3% | +85.0% |
| 3Y | +56.6% | +265.0% | -208.4% | -37.7% |
| 5Y | +802.0% | +645.9% | +156.1% | +132.7% |
| All | +334.9% | +868.8% | -533.9% | -20.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling