+240.3%
PBF vs TYL
+169.5%
+70.8%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +0.8% | -6.1% | -5.5% |
| 7D | -15.3% | +4.3% | -19.6% | -16.4% |
| 30D | -21.8% | +28.0% | -49.7% | -27.1% |
| 3M | -0.2% | +32.3% | -32.5% | -8.4% |
| 6M | +63.6% | +29.9% | +33.7% | +49.7% |
| YTD | +147.5% | -7.1% | +154.6% | +147.6% |
| 1Y | +69.8% | -9.2% | +79.0% | +71.0% |
| 3Y | +65.3% | +0.7% | +64.6% | +55.6% |
| 5Y | +393.4% | -21.1% | +414.4% | +401.6% |
| 10Y | +240.3% | +180.8% | +59.5% | +117.4% |
| All | +240.3% | +169.5% | +70.8% | +117.4% |
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