+379.1%
TPR vs PBF
+276.6%
+102.5%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.6% | +0.6% | -0.7% |
| 7D | +14.2% | -13.8% | +28.0% | +17.0% |
| 30D | +17.1% | -19.6% | +36.7% | +21.1% |
| 3M | -17.7% | +10.3% | -28.0% | -20.3% |
| 6M | -10.2% | +63.4% | -73.6% | -20.3% |
| YTD | +4.9% | +152.6% | -147.7% | -16.9% |
| 1Y | +36.1% | +87.4% | -51.2% | +14.0% |
| 3Y | +416.5% | +63.3% | +353.2% | +321.4% |
| 5Y | +254.8% | +412.5% | -157.7% | +103.3% |
| All | +379.1% | +276.6% | +102.5% | +152.2% |
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