+289.8%
PBF vs TXT
+256.7%
+33.1%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.0% | +0.4% | -0.1% |
| 7D | -13.8% | -2.5% | -11.2% | -12.1% |
| 30D | -19.6% | +14.4% | -34.0% | -28.2% |
| 3M | +10.3% | -4.9% | +15.2% | +13.1% |
| 6M | +63.4% | -10.2% | +73.7% | +71.8% |
| YTD | +152.6% | -4.1% | +156.7% | +145.8% |
| 1Y | +87.4% | +4.0% | +83.4% | +70.2% |
| 3Y | +63.3% | +8.0% | +55.3% | +40.3% |
| 5Y | +412.5% | +8.4% | +404.0% | +319.4% |
| 10Y | +282.5% | +116.6% | +165.9% | +75.2% |
| All | +289.8% | +256.7% | +33.1% | +51.3% |
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