+180.4%
PBF vs TRI
-40.4%
+220.8%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.7% | -0.1% | +1.6% |
| 7D | +5.3% | -7.9% | +13.2% | +5.4% |
| 30D | +11.7% | -4.5% | +16.2% | +11.8% |
| 3M | +91.1% | +22.1% | +69.0% | +87.5% |
| 6M | +88.4% | -2.8% | +91.2% | +83.7% |
| YTD | +194.1% | -23.4% | +217.5% | +165.1% |
| 1Y | +180.4% | -41.5% | +221.9% | +142.5% |
| All | +180.4% | -40.4% | +220.8% | +142.5% |
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