+252.3%
PBF vs TYL
+174.6%
+77.7%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.6% | +4.0% | +3.5% |
| 7D | -7.4% | +3.5% | -10.9% | -8.4% |
| 30D | -17.5% | +26.9% | -44.4% | -22.9% |
| 3M | +13.1% | +33.8% | -20.7% | +3.5% |
| 6M | +72.6% | +28.8% | +43.8% | +58.3% |
| YTD | +161.2% | -7.9% | +169.1% | +161.9% |
| 1Y | +93.3% | -9.8% | +103.1% | +95.0% |
| 3Y | +80.7% | +1.2% | +79.5% | +69.7% |
| 5Y | +396.1% | -22.8% | +418.9% | +409.3% |
| 10Y | +252.3% | +168.8% | +83.5% | +125.7% |
| All | +252.3% | +174.6% | +77.7% | +125.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TYL.
Daily Out/Under-Performance
Portfolio return minus TYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TYL 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 10y: compounded portfolio wealth divided by compounded TYL 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…
10y analysis · Full analysis span regression · 6 months rolling