-25.0%
TGT vs PBF
+817.4%
-842.4%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +3.2% |
| 3M | +25.4% | +90.3% | -64.9% | +18.7% |
| 6M | +33.4% | +102.8% | -69.4% | +24.6% |
| YTD | +65.6% | +187.3% | -121.7% | +49.0% |
| 1Y | +80.3% | +161.8% | -81.6% | +62.6% |
| 3Y | +42.1% | +55.5% | -13.3% | +29.0% |
| 5Y | -25.0% | +801.9% | -826.9% | -37.6% |
| All | -25.0% | +817.4% | -842.4% | -37.6% |
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