+330.8%
PBF vs TRGP
+987.7%
-656.9%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.2% | -0.1% | -0.7% |
| 7D | +4.3% | +0.8% | +3.5% | +3.9% |
| 30D | +22.0% | +11.5% | +10.5% | +14.5% |
| 3M | +74.5% | +9.0% | +65.5% | +66.1% |
| 6M | +67.7% | +20.5% | +47.2% | +51.3% |
| YTD | +179.2% | +59.5% | +119.7% | +116.3% |
| 1Y | +170.0% | +77.9% | +92.1% | +96.2% |
| 3Y | +66.4% | +253.6% | -187.2% | -17.9% |
| 5Y | +764.5% | +615.5% | +149.0% | +208.2% |
| 10Y | +358.5% | +897.1% | -538.6% | +18.4% |
| All | +330.8% | +987.7% | -656.9% | -10.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling