-19.8%
TLT vs PBF
+351.3%
-371.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.2% | -0.6% |
| 7D | -0.3% | +1.4% | -1.6% | -0.2% |
| 30D | 0.0% | +15.8% | -15.9% | +0.7% |
| 3M | -2.9% | +90.3% | -93.1% | +0.1% |
| 6M | -6.3% | +102.8% | -109.1% | -2.9% |
| YTD | -3.3% | +187.3% | -190.7% | +1.9% |
| 1Y | -4.2% | +161.8% | -166.1% | +0.8% |
| 3Y | -1.7% | +55.5% | -57.1% | +2.0% |
| 5Y | -34.9% | +801.9% | -836.8% | -25.0% |
| 10Y | -19.8% | +362.2% | -382.0% | -5.8% |
| All | -19.8% | +351.3% | -371.1% | -5.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling