-25.8%
TE vs PBF
+120.1%
-145.9%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -6.7% | +3.1% | -3.5% |
| 7D | +3.8% | -0.9% | +4.7% | +3.9% |
| 30D | -26.2% | -13.7% | -12.5% | -26.1% |
| 3M | -49.7% | +10.6% | -60.3% | -50.1% |
| 6M | -46.5% | +61.2% | -107.6% | -47.8% |
| YTD | -59.1% | +172.7% | -231.9% | -64.8% |
| 1Y | -25.8% | +111.0% | -136.8% | -25.4% |
| All | -25.8% | +120.1% | -145.9% | -25.4% |
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