+318.5%
TPR vs PBF
+345.4%
-26.9%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.3% | +0.2% |
| 7D | -2.3% | +4.3% | -6.6% | -3.1% |
| 30D | -23.0% | +22.0% | -44.9% | -26.1% |
| 3M | -12.5% | +74.5% | -87.0% | -22.3% |
| 6M | -21.4% | +67.7% | -89.1% | -31.0% |
| YTD | -3.5% | +179.2% | -182.7% | -24.2% |
| 1Y | +17.4% | +170.0% | -152.6% | -8.7% |
| 3Y | +291.3% | +66.4% | +224.9% | +220.8% |
| 5Y | +241.9% | +764.5% | -522.6% | +73.4% |
| All | +318.5% | +345.4% | -26.9% | +116.7% |
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 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