+344.9%
PBF vs TROW
+175.7%
+169.1%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.3% | +3.6% | +3.5% |
| 7D | +2.4% | +0.4% | +2.0% | +2.1% |
| 30D | +24.9% | -4.0% | +28.9% | +28.3% |
| 3M | +81.9% | +5.0% | +76.9% | +73.1% |
| 6M | +79.4% | +24.3% | +55.1% | +48.7% |
| YTD | +188.3% | +9.8% | +178.5% | +159.0% |
| 1Y | +177.3% | +6.4% | +170.8% | +153.0% |
| 3Y | +56.0% | +15.8% | +40.2% | +29.4% |
| 5Y | +804.0% | -37.3% | +841.3% | +1,082.3% |
| 10Y | +334.1% | +130.6% | +203.5% | +90.9% |
| All | +344.9% | +175.7% | +169.1% | +75.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling