+19.3%
TPR vs PBF
+120.1%
-100.8%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -6.7% | +10.2% | +2.9% |
| 7D | +12.6% | -0.9% | +13.5% | +12.6% |
| 30D | +7.1% | -13.7% | +20.9% | +5.8% |
| 3M | -19.4% | +10.6% | -30.0% | -17.7% |
| 6M | -9.7% | +61.2% | -70.9% | -3.2% |
| YTD | -1.0% | +172.7% | -173.7% | +8.4% |
| 1Y | +19.3% | +111.0% | -91.7% | +28.6% |
| All | +19.3% | +120.1% | -100.8% | +28.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling