+341.8%
PBF vs TROW
+130.0%
+211.7%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.2% | +2.8% | +2.4% |
| 7D | +5.3% | -3.2% | +8.5% | +7.8% |
| 30D | +11.7% | -4.6% | +16.3% | +15.3% |
| 3M | +91.1% | -0.7% | +91.7% | +89.3% |
| 6M | +88.4% | +22.2% | +66.2% | +57.7% |
| YTD | +194.1% | +6.6% | +187.4% | +169.2% |
| 1Y | +180.4% | +5.8% | +174.6% | +156.2% |
| 3Y | +59.3% | +11.6% | +47.7% | +35.0% |
| 5Y | +816.3% | -38.9% | +855.2% | +1,164.1% |
| All | +341.8% | +130.0% | +211.7% | +60.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TROW.
Daily Out/Under-Performance
Portfolio return minus TROW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TROW 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 TROW 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