+42.4%
TEL vs PBF
+419.4%
-377.1%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.1% | -0.7% |
| 7D | +4.5% | +6.5% | -2.0% | +4.0% |
| 30D | +2.9% | -20.0% | +22.9% | +4.5% |
| 3M | +1.1% | -3.3% | +4.5% | +1.0% |
| 6M | +5.0% | +76.8% | -71.8% | -0.8% |
| YTD | -3.9% | +168.9% | -172.8% | -15.0% |
| 1Y | -7.4% | +96.4% | -103.8% | -15.0% |
| 3Y | +81.0% | +77.2% | +3.8% | +60.6% |
| All | +42.4% | +419.4% | -377.1% | +12.9% |
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 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