+330.8%
PBF vs TSN
+249.7%
+81.1%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.7% | -0.7% | -1.0% |
| 7D | +4.3% | -6.3% | +10.6% | +7.2% |
| 30D | +22.0% | -10.8% | +32.8% | +28.0% |
| 3M | +74.5% | -8.8% | +83.3% | +80.7% |
| 6M | +67.7% | -16.8% | +84.5% | +79.4% |
| YTD | +179.2% | -10.0% | +189.2% | +187.3% |
| 1Y | +170.0% | -5.3% | +175.3% | +170.4% |
| 3Y | +66.4% | +8.5% | +57.9% | +52.1% |
| 5Y | +764.5% | -22.9% | +787.4% | +812.3% |
| 10Y | +358.5% | -12.6% | +371.2% | +342.3% |
| All | +330.8% | +249.7% | +81.1% | +206.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TSN.
Daily Out/Under-Performance
Portfolio return minus TSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSN 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 TSN 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