+718.6%
PBF vs TXT
+10.4%
+708.2%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.9% | -1.1% |
| 7D | +4.3% | -4.8% | +9.1% | +7.0% |
| 30D | +22.0% | -10.6% | +32.6% | +29.4% |
| 3M | +74.5% | -13.2% | +87.7% | +86.1% |
| 6M | +67.7% | -20.3% | +88.0% | +85.9% |
| YTD | +179.2% | -9.3% | +188.4% | +183.3% |
| 1Y | +170.0% | -2.7% | +172.7% | +159.3% |
| 3Y | +66.4% | +1.4% | +65.0% | +52.1% |
| All | +718.6% | +10.4% | +708.2% | +562.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling