+88.6%
TGT vs PBF
+120.1%
-31.5%
-12.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -6.7% | +12.3% | +5.4% |
| 7D | +9.5% | -0.9% | +10.4% | +9.4% |
| 30D | +6.6% | -13.7% | +20.3% | +6.2% |
| 3M | +11.0% | +10.6% | +0.3% | +11.4% |
| 6M | +29.9% | +61.2% | -31.3% | +32.2% |
| YTD | +71.4% | +172.7% | -101.3% | +71.1% |
| 1Y | +88.6% | +111.0% | -22.4% | +89.5% |
| All | +88.6% | +120.1% | -31.5% | +89.5% |
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