+341.8%
PBF vs TRU
+147.2%
+194.6%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.0% | +0.6% | +1.2% |
| 7D | +5.3% | -2.7% | +8.1% | +6.5% |
| 30D | +11.7% | -2.0% | +13.8% | +12.2% |
| 3M | +91.1% | +18.4% | +72.6% | +74.3% |
| 6M | +88.4% | +8.9% | +79.6% | +74.6% |
| YTD | +194.1% | -8.9% | +203.0% | +191.9% |
| 1Y | +180.4% | -15.9% | +196.3% | +186.8% |
| 3Y | +59.3% | -1.1% | +60.4% | +39.0% |
| 5Y | +816.3% | -35.2% | +851.4% | +927.0% |
| All | +341.8% | +147.2% | +194.6% | +174.5% |
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