+330.8%
PBF vs TXT
+237.5%
+93.3%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.9% | -1.0% |
| 7D | +4.3% | -4.8% | +9.1% | +8.2% |
| 30D | +22.0% | -10.6% | +32.6% | +32.7% |
| 3M | +74.5% | -13.2% | +87.7% | +91.1% |
| 6M | +67.7% | -20.3% | +88.0% | +92.2% |
| YTD | +179.2% | -9.3% | +188.4% | +186.6% |
| 1Y | +170.0% | -2.7% | +172.7% | +158.9% |
| 3Y | +66.4% | +1.4% | +65.0% | +51.3% |
| 5Y | +764.5% | +9.6% | +754.9% | +607.0% |
| 10Y | +358.5% | +94.9% | +263.6% | +127.1% |
| All | +330.8% | +237.5% | +93.3% | +76.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling