+341.8%
PBF vs TRI
+196.2%
+145.6%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.7% | -0.1% | +1.0% |
| 7D | +5.3% | -7.9% | +13.2% | +8.2% |
| 30D | +11.7% | -4.5% | +16.2% | +12.8% |
| 3M | +91.1% | +22.1% | +69.0% | +71.4% |
| 6M | +88.4% | -2.8% | +91.2% | +84.4% |
| YTD | +194.1% | -23.4% | +217.5% | +216.6% |
| 1Y | +180.4% | -41.5% | +221.9% | +246.9% |
| 3Y | +59.3% | -19.2% | +78.5% | +51.3% |
| 5Y | +816.3% | -9.4% | +825.7% | +674.3% |
| All | +341.8% | +196.2% | +145.6% | +52.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling