+383.3%
TPR vs PBF
+231.7%
+151.6%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -5.2% | +4.9% | +0.6% |
| 7D | +12.1% | -15.3% | +27.4% | +15.2% |
| 30D | +16.7% | -21.8% | +38.5% | +21.3% |
| 3M | -17.4% | -0.2% | -17.2% | -18.5% |
| 6M | +2.3% | +63.6% | -61.3% | -9.4% |
| YTD | +7.1% | +147.5% | -140.4% | -14.9% |
| 1Y | +29.5% | +69.8% | -40.3% | +10.6% |
| 3Y | +415.0% | +65.3% | +349.8% | +318.5% |
| 5Y | +261.5% | +393.4% | -131.9% | +108.2% |
| 10Y | +383.3% | +240.3% | +143.0% | +157.7% |
| All | +383.3% | +231.7% | +151.6% | +157.7% |
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