+250.9%
PBF vs TRU
+183.1%
+67.8%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.3% | +0.4% |
| 7D | +6.5% | 0.0% | +6.4% | +6.5% |
| 30D | -20.0% | +21.3% | -41.3% | -26.8% |
| 3M | -3.3% | +0.2% | -3.6% | -5.0% |
| 6M | +76.8% | +22.4% | +54.4% | +56.4% |
| YTD | +168.9% | -4.8% | +173.8% | +159.0% |
| 1Y | +96.4% | -0.2% | +96.5% | +84.1% |
| 3Y | +77.2% | +57.9% | +19.3% | +20.8% |
| 5Y | +417.7% | -26.1% | +443.9% | +425.1% |
| All | +250.9% | +183.1% | +67.8% | +90.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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