+121.4%
DAL vs PBF
+261.5%
-140.1%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +5.8% | -6.8% | -2.2% |
| 7D | +2.3% | -4.0% | +6.3% | +3.2% |
| 30D | +14.3% | -18.0% | +32.3% | +18.7% |
| 3M | +1.3% | +0.9% | +0.4% | -0.5% |
| 6M | +29.3% | +65.7% | -36.4% | +11.3% |
| YTD | +33.0% | +161.9% | -128.9% | -1.2% |
| 1Y | +59.8% | +77.8% | -17.9% | +30.1% |
| 3Y | +177.2% | +74.9% | +102.3% | +112.2% |
| 5Y | +118.4% | +423.4% | -305.0% | +11.6% |
| 10Y | +121.4% | +255.2% | -133.7% | -6.2% |
| All | +121.4% | +261.5% | -140.1% | -6.2% |
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