+88.1%
PBF vs TYL
-9.8%
+97.9%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.5% | +2.2% | +1.8% |
| 7D | +3.8% | -1.6% | +5.4% | +3.8% |
| 30D | -22.2% | +22.1% | -44.3% | -22.8% |
| 3M | +1.3% | +33.4% | -32.1% | -0.4% |
| 6M | +69.0% | +36.8% | +32.2% | +64.8% |
| YTD | +166.5% | -6.7% | +173.2% | +150.8% |
| 1Y | +88.1% | -9.2% | +97.3% | +79.0% |
| All | +88.1% | -9.8% | +97.9% | +79.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling