+281.9%
PBF vs TYL
+793.7%
-511.8%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +0.8% | -6.1% | -5.5% |
| 7D | -15.3% | +4.3% | -19.6% | -16.6% |
| 30D | -21.8% | +28.0% | -49.7% | -27.9% |
| 3M | -0.2% | +32.3% | -32.5% | -9.6% |
| 6M | +63.6% | +29.9% | +33.7% | +47.7% |
| YTD | +147.5% | -7.1% | +154.6% | +146.6% |
| 1Y | +69.8% | -9.2% | +79.0% | +70.4% |
| 3Y | +65.3% | +0.7% | +64.6% | +54.6% |
| 5Y | +393.4% | -21.1% | +414.4% | +391.9% |
| 10Y | +240.3% | +180.8% | +59.5% | +87.3% |
| All | +281.9% | +793.7% | -511.8% | +22.9% |
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 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