+250.9%
PBF vs TYL
+183.6%
+67.3%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.3% | +0.4% |
| 7D | +6.5% | +0.8% | +5.6% | +6.2% |
| 30D | -20.0% | +21.1% | -41.1% | -24.3% |
| 3M | -3.3% | +28.9% | -32.2% | -10.6% |
| 6M | +76.8% | +42.0% | +34.8% | +57.6% |
| YTD | +168.9% | -6.6% | +175.5% | +168.7% |
| 1Y | +96.4% | -9.1% | +105.4% | +97.7% |
| 3Y | +77.2% | +1.8% | +75.4% | +66.2% |
| 5Y | +417.7% | -22.9% | +440.7% | +433.6% |
| All | +250.9% | +183.6% | +67.3% | +118.8% |
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