+255.9%
PBF vs TRU
+238.0%
+17.9%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -5.9% | +4.6% | +1.1% |
| 7D | +4.3% | -6.8% | +11.1% | +7.2% |
| 30D | +22.0% | 0.0% | +21.9% | +21.5% |
| 3M | +74.5% | +13.3% | +61.2% | +62.5% |
| 6M | +67.7% | +3.4% | +64.2% | +59.6% |
| YTD | +179.2% | -6.4% | +185.6% | +174.2% |
| 1Y | +170.0% | -9.7% | +179.7% | +167.1% |
| 3Y | +66.4% | +0.1% | +66.2% | +45.5% |
| 5Y | +764.5% | -34.0% | +798.5% | +842.8% |
| 10Y | +358.5% | +147.9% | +210.6% | +178.4% |
| All | +255.9% | +238.0% | +17.9% | +106.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling