+18.0%
TPR vs PBF
+167.8%
-149.8%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.3% | -0.1% |
| 7D | -2.3% | +4.3% | -6.6% | -1.9% |
| 30D | -23.0% | +22.0% | -44.9% | -21.3% |
| 3M | -12.5% | +74.5% | -87.0% | -7.1% |
| 6M | -21.4% | +67.7% | -89.1% | -16.6% |
| YTD | -3.5% | +179.2% | -182.7% | +3.4% |
| All | +18.0% | +167.8% | -149.8% | +26.4% |
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