+311.2%
PBF vs TRMB
+90.3%
+220.9%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.2% | +2.9% | +2.3% |
| 7D | +3.8% | +4.1% | -0.3% | +1.8% |
| 30D | -22.2% | -7.0% | -15.2% | -20.0% |
| 3M | +1.3% | -0.9% | +2.2% | +0.2% |
| 6M | +69.0% | -1.2% | +70.2% | +65.1% |
| YTD | +166.5% | -28.7% | +195.2% | +202.4% |
| 1Y | +88.1% | -32.1% | +120.2% | +118.4% |
| 3Y | +77.9% | +33.4% | +44.5% | +40.1% |
| 5Y | +413.0% | -35.6% | +448.6% | +468.8% |
| 10Y | +261.4% | +103.8% | +157.7% | +119.1% |
| All | +311.2% | +90.3% | +220.9% | +137.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TRMB.
Daily Out/Under-Performance
Portfolio return minus TRMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRMB 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 TRMB 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