+161.0%
DAL vs PBF
+80.0%
+80.9%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.4% |
| 7D | -1.1% | +6.5% | -7.5% | -1.7% |
| 30D | +12.8% | -20.0% | +32.8% | +14.9% |
| 3M | -5.3% | -3.3% | -1.9% | -5.6% |
| 6M | +22.4% | +76.8% | -54.4% | +13.0% |
| YTD | +25.6% | +168.9% | -143.3% | +3.3% |
| 1Y | +45.5% | +96.4% | -50.9% | +28.2% |
| 3Y | +161.0% | +77.2% | +83.8% | +96.7% |
| All | +161.0% | +80.0% | +80.9% | +96.7% |
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