+43.3%
TGT vs PBF
+55.5%
-12.1%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.3% | -2.9% | -3.2% |
| 7D | -3.6% | +1.4% | -4.9% | -3.7% |
| 30D | +4.4% | +15.8% | -11.4% | +3.1% |
| 3M | +25.4% | +90.3% | -64.9% | +18.0% |
| 6M | +33.4% | +102.8% | -69.4% | +23.4% |
| YTD | +65.6% | +187.3% | -121.7% | +45.6% |
| 1Y | +80.3% | +161.8% | -81.6% | +58.8% |
| All | +43.3% | +55.5% | -12.1% | +22.4% |
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