+63.3%
PBF vs TXT
+7.8%
+55.4%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.0% | +0.4% | -0.8% |
| 7D | -13.8% | -2.5% | -11.2% | -12.8% |
| 30D | -19.6% | +14.4% | -34.0% | -24.5% |
| 3M | +10.3% | -4.9% | +15.2% | +12.3% |
| 6M | +63.4% | -10.2% | +73.7% | +69.4% |
| YTD | +152.6% | -4.1% | +156.7% | +146.1% |
| 1Y | +87.4% | +4.0% | +83.4% | +72.1% |
| 3Y | +63.3% | +8.0% | +55.3% | +32.1% |
| All | +63.3% | +7.8% | +55.4% | +32.1% |
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