+148.6%
TE vs PBF
+176.4%
-27.7%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.3% | +2.6% | +1.2% |
| 7D | -4.0% | +4.3% | -8.3% | -3.7% |
| 30D | -15.9% | +22.0% | -37.9% | -15.1% |
| 3M | -60.5% | +74.5% | -135.0% | -59.4% |
| 6M | -35.2% | +67.7% | -102.9% | -32.8% |
| YTD | -31.1% | +179.2% | -210.3% | -25.3% |
| 1Y | +148.6% | +170.0% | -21.3% | +205.3% |
| All | +148.6% | +176.4% | -27.7% | +205.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PBF.
Daily Out/Under-Performance
Portfolio return minus PBF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBF 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 PBF 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