-33.7%
TLT vs PBF
+735.5%
-769.2%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.3% | -3.3% | +0.1% |
| 7D | +0.4% | +2.4% | -2.0% | +0.5% |
| 30D | -0.3% | +24.9% | -25.2% | +0.5% |
| 3M | -1.7% | +81.9% | -83.6% | +0.6% |
| 6M | -4.9% | +79.4% | -84.3% | -2.5% |
| YTD | -2.8% | +188.3% | -191.1% | +1.3% |
| 1Y | -4.2% | +177.3% | -181.5% | -0.1% |
| 3Y | -1.1% | +56.0% | -57.1% | +1.4% |
| 5Y | -33.7% | +804.0% | -837.7% | -26.3% |
| All | -33.7% | +735.5% | -769.2% | -26.3% |
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 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