+284.5%
PBF vs TYL
+168.7%
+115.9%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.3% | +0.7% | -1.0% |
| 7D | -13.8% | +6.7% | -20.4% | -15.4% |
| 30D | -19.6% | +26.5% | -46.2% | -24.8% |
| 3M | +10.3% | +37.3% | -27.0% | +0.1% |
| 6M | +63.4% | +31.2% | +32.3% | +48.9% |
| YTD | +152.6% | -7.4% | +160.0% | +152.9% |
| 1Y | +87.4% | -9.6% | +96.9% | +88.9% |
| 3Y | +63.3% | +1.9% | +61.4% | +53.0% |
| 5Y | +412.5% | -21.1% | +433.6% | +421.2% |
| All | +284.5% | +168.7% | +115.9% | +146.7% |
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