+170.0%
PBF vs TRI
-38.3%
+208.3%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -5.4% | +4.1% | -1.1% |
| 7D | +4.3% | -0.5% | +4.8% | +4.3% |
| 30D | +22.0% | +7.9% | +14.1% | +21.7% |
| 3M | +74.5% | +24.1% | +50.4% | +71.1% |
| 6M | +67.7% | +3.8% | +63.9% | +62.9% |
| YTD | +179.2% | -16.9% | +196.0% | +158.7% |
| 1Y | +170.0% | -38.4% | +208.4% | +167.3% |
| All | +170.0% | -38.3% | +208.3% | +167.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 TRI 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