-12.2%
TLT vs PBF
+259.1%
-271.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.2% | -3.7% | -1.4% |
| 7D | -2.7% | +4.3% | -7.0% | -2.5% |
| 30D | +2.2% | -21.8% | +24.0% | +1.2% |
| 3M | -1.7% | +1.7% | -3.5% | -1.4% |
| 6M | -4.0% | +69.8% | -73.7% | -1.3% |
| YTD | -4.9% | +167.7% | -172.7% | 0.0% |
| 1Y | -7.4% | +89.0% | -96.3% | -3.9% |
| 3Y | +3.0% | +78.8% | -75.7% | +7.7% |
| 5Y | -35.1% | +415.4% | -450.5% | -27.4% |
| All | -12.2% | +259.1% | -271.3% | +0.4% |
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 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