+718.6%
PBF vs TYL
-25.2%
+743.8%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.0% | +2.7% | -0.7% |
| 7D | +4.3% | -3.7% | +8.0% | +4.9% |
| 30D | +22.0% | +18.7% | +3.2% | +18.8% |
| 3M | +74.5% | +18.1% | +56.4% | +69.2% |
| 6M | +67.7% | -1.1% | +68.8% | +66.9% |
| YTD | +179.2% | -19.8% | +199.0% | +186.4% |
| 1Y | +170.0% | -34.3% | +204.3% | +186.9% |
| 3Y | +66.4% | -8.2% | +74.6% | +63.0% |
| All | +718.6% | -25.2% | +743.8% | +753.9% |
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