+183.5%
DAL vs PBF
+74.2%
+109.3%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +3.4% | +1.9% | +5.0% |
| 7D | +10.0% | -7.4% | +17.4% | +10.7% |
| 30D | +12.0% | -17.5% | +29.5% | +13.7% |
| 3M | +0.8% | +13.1% | -12.3% | -1.2% |
| 6M | +26.2% | +72.6% | -46.5% | +16.7% |
| YTD | +33.7% | +161.2% | -127.5% | +10.2% |
| 1Y | +57.6% | +93.3% | -35.8% | +38.4% |
| 3Y | +183.5% | +80.7% | +102.8% | +112.2% |
| All | +183.5% | +74.2% | +109.3% | +112.2% |
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 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