-17.2%
DASH vs PBF
+120.1%
-137.3%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | -6.7% | +15.0% | +7.6% |
| 7D | +17.2% | -0.9% | +18.1% | +17.1% |
| 30D | +3.6% | -13.7% | +17.3% | +2.3% |
| 3M | -1.9% | +10.6% | -12.5% | -0.6% |
| 6M | +15.1% | +61.2% | -46.1% | +21.3% |
| YTD | -12.3% | +172.7% | -185.0% | -5.4% |
| 1Y | -17.2% | +111.0% | -128.2% | -9.3% |
| All | -17.2% | +120.1% | -137.3% | -9.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling