+170.0%
PBF vs TXT
-1.0%
+171.0%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.9% | -1.4% |
| 7D | +4.3% | -4.8% | +9.1% | +3.7% |
| 30D | +22.0% | -10.6% | +32.6% | +20.0% |
| 3M | +74.5% | -13.2% | +87.7% | +71.4% |
| 6M | +67.7% | -20.3% | +88.0% | +68.3% |
| YTD | +179.2% | -9.3% | +188.4% | +175.7% |
| 1Y | +170.0% | -2.7% | +172.7% | +184.4% |
| All | +170.0% | -1.0% | +171.0% | +184.4% |
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