-45.3%
TNA vs PBF
+419.4%
-464.8%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.5% | -1.5% | -1.2% |
| 7D | +3.7% | +6.5% | -2.7% | +1.7% |
| 30D | +4.4% | -20.0% | +24.4% | +11.4% |
| 3M | -26.7% | -3.3% | -23.3% | -27.3% |
| 6M | -12.8% | +76.8% | -89.6% | -31.8% |
| YTD | +22.7% | +168.9% | -146.3% | -24.6% |
| 1Y | +35.7% | +96.4% | -60.7% | -5.2% |
| 3Y | +134.6% | +77.2% | +57.4% | +55.8% |
| All | -45.3% | +419.4% | -464.8% | -77.3% |
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