-5.6%
TLT vs PBF
+120.1%
-125.7%
-12.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -6.7% | +7.5% | +0.5% |
| 7D | +1.0% | -0.9% | +1.9% | +0.9% |
| 30D | +6.0% | -13.7% | +19.7% | +5.4% |
| 3M | -0.9% | +10.6% | -11.5% | -0.1% |
| 6M | -2.3% | +61.2% | -63.4% | +0.9% |
| YTD | -3.3% | +172.7% | -176.0% | +1.3% |
| 1Y | -5.6% | +111.0% | -116.6% | -1.3% |
| All | -5.6% | +120.1% | -125.7% | -1.3% |
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