-45.3%
TE vs PBF
+90.5%
-135.7%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.5% | -3.5% | -3.0% |
| 7D | -19.1% | +6.5% | -25.5% | -19.0% |
| 30D | -34.1% | -20.0% | -14.1% | -34.7% |
| 3M | -60.1% | -3.3% | -56.8% | -60.1% |
| 6M | -66.0% | +76.8% | -142.8% | -65.8% |
| YTD | -71.4% | +168.9% | -240.4% | -71.6% |
| 1Y | -45.3% | +96.4% | -141.6% | -41.2% |
| All | -45.3% | +90.5% | -135.7% | -41.2% |
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