+111.0%
PBF vs TRI
-22.4%
+133.5%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +6.4% | -13.1% | -6.4% |
| 7D | -0.9% | +1.0% | -1.9% | -0.8% |
| 30D | -13.7% | +20.8% | -34.5% | -13.2% |
| 3M | +10.6% | +8.1% | +2.5% | +11.5% |
| 6M | +61.2% | +24.2% | +37.0% | +59.2% |
| YTD | +172.7% | -7.8% | +180.5% | +139.3% |
| 1Y | +111.0% | -16.7% | +127.7% | +82.5% |
| All | +111.0% | -22.4% | +133.5% | +82.5% |
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