+728.2%
DAL vs PBF
+303.9%
+424.4%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.3% | +3.1% | +2.1% |
| 7D | +0.1% | +4.3% | -4.2% | -0.8% |
| 30D | -13.9% | +22.0% | -35.9% | -17.9% |
| 3M | +1.1% | +74.5% | -73.4% | -12.2% |
| 6M | +26.2% | +67.7% | -41.4% | +8.2% |
| YTD | +16.4% | +179.2% | -162.8% | -12.7% |
| 1Y | +33.9% | +170.0% | -136.1% | -0.8% |
| 3Y | +93.4% | +66.4% | +27.0% | +52.9% |
| 5Y | +106.4% | +764.5% | -658.1% | -3.8% |
| 10Y | +143.0% | +358.5% | -215.6% | +4.4% |
| All | +728.2% | +303.9% | +424.4% | +265.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling