+334.1%
PBF vs TXT
+98.4%
+235.7%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.6% | +2.7% | +2.8% |
| 7D | +2.4% | -0.2% | +2.6% | +2.6% |
| 30D | +24.9% | -11.1% | +35.9% | +37.7% |
| 3M | +81.9% | -13.0% | +94.8% | +100.7% |
| 6M | +79.4% | -16.2% | +95.6% | +99.3% |
| YTD | +188.3% | -8.7% | +197.0% | +194.4% |
| 1Y | +177.3% | -3.8% | +181.0% | +166.3% |
| 3Y | +56.0% | +5.5% | +50.5% | +33.4% |
| 5Y | +804.0% | +12.3% | +791.7% | +586.1% |
| 10Y | +334.1% | +97.4% | +236.7% | +59.5% |
| All | +334.1% | +98.4% | +235.7% | +59.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling