+122.8%
DAL vs PBF
+276.6%
-153.8%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.6% | +3.8% | +2.5% |
| 7D | +8.8% | -13.8% | +22.6% | +12.1% |
| 30D | +5.4% | -19.6% | +25.0% | +9.8% |
| 3M | -4.9% | +10.3% | -15.2% | -8.5% |
| 6M | +19.8% | +63.4% | -43.6% | +3.5% |
| YTD | +27.0% | +152.6% | -125.6% | -4.8% |
| 1Y | +52.5% | +87.4% | -34.9% | +22.3% |
| 3Y | +173.8% | +63.3% | +110.6% | +113.4% |
| 5Y | +104.5% | +412.5% | -307.9% | +5.3% |
| All | +122.8% | +276.6% | -153.8% | -4.9% |
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