-19.1%
TE vs PBF
+55.5%
-74.6%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.3% | -2.6% | -2.9% |
| 7D | +15.0% | +1.4% | +13.6% | +14.7% |
| 30D | -7.5% | +15.8% | -23.4% | -10.8% |
| 3M | -42.0% | +90.3% | -132.2% | -50.8% |
| 6M | -31.4% | +102.8% | -134.2% | -44.3% |
| YTD | -26.5% | +187.3% | -213.8% | -46.9% |
| 1Y | +153.1% | +161.8% | -8.8% | +83.6% |
| All | -19.1% | +55.5% | -74.6% | -43.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling