+69.1%
TGT vs PBF
+80.0%
-10.9%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.1% | +0.3% |
| 7D | +2.6% | +6.5% | -3.8% | +2.2% |
| 30D | +4.7% | -20.0% | +24.7% | +6.1% |
| 3M | +4.6% | -3.3% | +7.9% | +4.3% |
| 6M | +34.9% | +76.8% | -41.9% | +27.1% |
| YTD | +70.9% | +168.9% | -98.0% | +50.5% |
| 1Y | +84.4% | +96.4% | -12.0% | +69.1% |
| 3Y | +69.1% | +77.2% | -8.1% | +46.9% |
| All | +69.1% | +80.0% | -10.9% | +46.9% |
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 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