+98.5%
DAL vs PBF
+65.3%
+33.1%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.3% | +3.1% | +1.9% |
| 7D | +0.1% | +4.3% | -4.2% | -0.3% |
| 30D | -13.9% | +22.0% | -35.9% | -15.7% |
| 3M | +1.1% | +74.5% | -73.4% | -5.4% |
| 6M | +26.2% | +67.7% | -41.4% | +17.2% |
| YTD | +16.4% | +179.2% | -162.8% | -3.2% |
| 1Y | +33.9% | +170.0% | -136.1% | +9.5% |
| All | +98.5% | +65.3% | +33.1% | +47.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling