+77.2%
PBF vs TRGP
+274.3%
-197.1%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.1% | +0.2% |
| 7D | +6.5% | +12.4% | -5.9% | -1.2% |
| 30D | -20.0% | +2.6% | -22.6% | -21.4% |
| 3M | -3.3% | +11.9% | -15.2% | -10.3% |
| 6M | +76.8% | +13.9% | +62.9% | +62.1% |
| YTD | +168.9% | +64.2% | +104.8% | +97.5% |
| 1Y | +96.4% | +78.5% | +17.9% | +37.2% |
| 3Y | +77.2% | +272.9% | -195.7% | -20.7% |
| All | +77.2% | +274.3% | -197.1% | -20.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling