+801.9%
PBF vs TRGP
+639.4%
+162.5%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | +0.5% |
| 7D | +1.4% | -0.7% | +2.1% | +2.0% |
| 30D | +15.8% | +9.5% | +6.4% | +6.8% |
| 3M | +90.3% | +10.8% | +79.5% | +73.3% |
| 6M | +102.8% | +25.3% | +77.5% | +66.1% |
| YTD | +187.3% | +60.3% | +127.1% | +90.9% |
| 1Y | +161.8% | +84.6% | +77.3% | +52.5% |
| 3Y | +55.5% | +264.4% | -208.9% | -57.6% |
| 5Y | +801.9% | +636.6% | +165.3% | -15.1% |
| All | +801.9% | +639.4% | +162.5% | -15.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling