+52.1%
TEL vs PBF
+785.3%
-733.2%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.8% | -0.1% |
| 7D | -2.3% | +2.3% | -4.6% | -2.5% |
| 30D | -6.1% | +11.6% | -17.6% | -7.0% |
| 3M | +1.7% | +81.7% | -80.0% | -3.9% |
| 6M | +1.6% | +96.4% | -94.8% | -5.7% |
| YTD | -9.1% | +189.5% | -198.6% | -20.1% |
| 1Y | -1.7% | +180.7% | -182.4% | -13.6% |
| 3Y | +67.3% | +56.6% | +10.7% | +50.8% |
| 5Y | +52.1% | +802.0% | -749.9% | +9.0% |
| All | +52.1% | +785.3% | -733.2% | +9.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling