+180.3%
DAL vs PBF
+71.7%
+108.6%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -6.7% | +13.8% | +7.7% |
| 7D | +11.1% | -0.9% | +12.0% | +11.0% |
| 30D | +7.7% | -13.7% | +21.4% | +8.9% |
| 3M | -3.5% | +10.6% | -14.2% | -5.2% |
| 6M | +31.3% | +61.2% | -29.9% | +22.7% |
| YTD | +30.0% | +172.7% | -142.8% | +6.8% |
| 1Y | +62.1% | +111.0% | -48.9% | +40.3% |
| All | +180.3% | +71.7% | +108.6% | +113.6% |
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