+118.4%
DAL vs PBF
+420.6%
-302.2%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +5.8% | -6.8% | -1.6% |
| 7D | +2.3% | -4.0% | +6.3% | +2.7% |
| 30D | +14.3% | -18.0% | +32.3% | +16.5% |
| 3M | +1.3% | +0.9% | +0.4% | +0.4% |
| 6M | +29.3% | +65.7% | -36.4% | +19.5% |
| YTD | +33.0% | +161.9% | -128.9% | +11.5% |
| 1Y | +59.8% | +77.8% | -17.9% | +42.9% |
| 3Y | +177.2% | +74.9% | +102.3% | +128.1% |
| 5Y | +118.4% | +423.4% | -305.0% | +40.4% |
| All | +118.4% | +420.6% | -302.2% | +40.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling