+423.4%
PBF vs TYL
-20.9%
+444.2%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +0.9% | +4.9% | +5.7% |
| 7D | -4.0% | +0.5% | -4.5% | -4.1% |
| 30D | -18.0% | +25.2% | -43.2% | -20.5% |
| 3M | +0.9% | +31.8% | -30.8% | -3.2% |
| 6M | +65.7% | +36.3% | +29.4% | +57.5% |
| YTD | +161.9% | -6.3% | +168.1% | +162.0% |
| 1Y | +77.8% | -9.5% | +87.3% | +78.9% |
| 3Y | +74.9% | +1.6% | +73.2% | +69.5% |
| 5Y | +423.4% | -21.8% | +445.1% | +477.0% |
| All | +423.4% | -20.9% | +444.2% | +477.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling