+389.7%
TPR vs PBF
+299.9%
+89.8%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +3.4% | -0.9% | +1.9% |
| 7D | +12.7% | -7.4% | +20.0% | +14.0% |
| 30D | +17.1% | -17.5% | +34.5% | +20.6% |
| 3M | -15.9% | +13.1% | -29.0% | -18.9% |
| 6M | +2.6% | +72.6% | -70.0% | -9.9% |
| YTD | +7.5% | +161.2% | -153.7% | -15.4% |
| 1Y | +32.9% | +93.3% | -60.4% | +10.7% |
| 3Y | +413.8% | +80.7% | +333.2% | +310.5% |
| 5Y | +263.9% | +396.1% | -132.2% | +110.1% |
| 10Y | +389.7% | +252.3% | +137.4% | +159.2% |
| All | +389.7% | +299.9% | +89.8% | +159.2% |
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