+59.6%
PBF vs TXT
+4.5%
+55.1%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.9% | -1.1% |
| 7D | +4.3% | -4.8% | +9.1% | +6.5% |
| 30D | +22.0% | -10.6% | +32.6% | +28.1% |
| 3M | +74.5% | -13.2% | +87.7% | +84.1% |
| 6M | +67.7% | -20.3% | +88.0% | +84.4% |
| YTD | +179.2% | -9.3% | +188.4% | +179.9% |
| 1Y | +170.0% | -2.7% | +172.7% | +155.5% |
| All | +59.6% | +4.5% | +55.1% | +34.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling