+303.0%
PBF vs TXT
+264.7%
+38.4%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +2.2% | +1.2% | +1.7% |
| 7D | -7.4% | -3.5% | -3.8% | -4.7% |
| 30D | -17.5% | +15.2% | -32.6% | -26.6% |
| 3M | +13.1% | -4.5% | +17.6% | +15.7% |
| 6M | +72.6% | -6.1% | +78.7% | +75.3% |
| YTD | +161.2% | -2.0% | +163.1% | +149.9% |
| 1Y | +93.3% | +4.2% | +89.1% | +75.6% |
| 3Y | +80.7% | +14.4% | +66.3% | +48.2% |
| 5Y | +396.1% | +12.3% | +383.8% | +295.0% |
| 10Y | +252.3% | +101.8% | +150.4% | +65.5% |
| All | +303.0% | +264.7% | +38.4% | +53.9% |
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 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