-1.3%
TLT vs PBF
+265.5%
-266.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.6% | -0.1% |
| 7D | +0.1% | -13.8% | +13.9% | -0.5% |
| 30D | +6.2% | -19.6% | +25.8% | +5.3% |
| 3M | +0.1% | +10.3% | -10.2% | +0.7% |
| 6M | -3.0% | +63.4% | -66.4% | -0.4% |
| YTD | -2.7% | +152.6% | -155.4% | +2.1% |
| 1Y | -4.8% | +87.4% | -92.2% | -1.3% |
| 3Y | +6.9% | +63.3% | -56.3% | +11.3% |
| 5Y | -34.5% | +412.5% | -446.9% | -26.7% |
| 10Y | -17.3% | +282.5% | -299.8% | -3.3% |
| All | -1.3% | +265.5% | -266.7% | +16.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling