+289.8%
PBF vs TYL
+791.4%
-501.6%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -0.6% | -6.7% | -7.2% |
| 7D | -13.8% | +6.7% | -20.4% | -15.6% |
| 30D | -19.6% | +26.5% | -46.2% | -25.5% |
| 3M | +10.3% | +37.3% | -27.0% | -1.2% |
| 6M | +63.4% | +31.2% | +32.3% | +47.1% |
| YTD | +152.6% | -7.4% | +160.0% | +152.1% |
| 1Y | +87.4% | -9.6% | +96.9% | +88.4% |
| 3Y | +63.3% | +1.9% | +61.4% | +52.1% |
| 5Y | +412.5% | -21.1% | +433.6% | +411.5% |
| 10Y | +282.5% | +171.8% | +110.7% | +113.6% |
| All | +289.8% | +791.4% | -501.6% | +25.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling