+344.9%
PBF vs TRI
+380.3%
-35.4%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -6.5% | +9.8% | +5.9% |
| 7D | +2.4% | -7.1% | +9.5% | +5.1% |
| 30D | +24.9% | -2.3% | +27.2% | +25.2% |
| 3M | +81.9% | +19.6% | +62.3% | +63.1% |
| 6M | +79.4% | -8.7% | +88.1% | +79.9% |
| YTD | +188.3% | -22.3% | +210.6% | +208.9% |
| 1Y | +177.3% | -40.7% | +217.9% | +243.9% |
| 3Y | +56.0% | -17.8% | +73.8% | +48.1% |
| 5Y | +804.0% | -8.5% | +812.5% | +668.6% |
| 10Y | +334.1% | +192.6% | +141.5% | +57.2% |
| All | +344.9% | +380.3% | -35.4% | +11.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling