-53.4%
TE vs PBF
+169.9%
-223.3%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +0.7% | -7.5% | -6.8% |
| 7D | +0.9% | +2.3% | -1.4% | +0.7% |
| 30D | -16.3% | +11.6% | -27.8% | -17.3% |
| 3M | -40.8% | +81.7% | -122.5% | -44.3% |
| 6M | -42.6% | +96.4% | -139.0% | -46.8% |
| YTD | -31.4% | +189.5% | -220.9% | -39.1% |
| 1Y | +144.9% | +180.7% | -35.8% | +116.9% |
| 3Y | -26.0% | +56.6% | -82.6% | -33.2% |
| 5Y | -48.5% | +802.0% | -850.5% | -56.6% |
| All | -53.4% | +169.9% | -223.3% | -60.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling