+111.0%
PBF vs TXT
+9.2%
+101.8%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -1.3% | -5.4% | -6.7% |
| 7D | -0.9% | +10.6% | -11.5% | -0.6% |
| 30D | -13.7% | +14.4% | -28.1% | -13.1% |
| 3M | +10.6% | -2.7% | +13.4% | +9.7% |
| 6M | +61.2% | -4.7% | +65.8% | +59.6% |
| YTD | +172.7% | -0.5% | +173.3% | +158.1% |
| 1Y | +111.0% | +8.7% | +102.3% | +98.8% |
| All | +111.0% | +9.2% | +101.8% | +98.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 1y: compounded portfolio wealth divided by compounded TXT 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…
1y analysis · Full analysis span regression · 6 months rolling