-5.2%
DASH vs PBF
+845.2%
-850.4%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | -7.4% | -2.2% | -9.1% |
| 7D | +0.4% | -13.8% | +14.1% | +1.1% |
| 30D | -6.0% | -19.6% | +13.6% | -5.1% |
| 3M | -15.8% | +10.3% | -26.0% | -16.7% |
| 6M | +7.0% | +63.4% | -56.5% | +2.6% |
| YTD | -20.7% | +152.6% | -173.3% | -27.3% |
| 1Y | -8.5% | +87.4% | -95.9% | -14.1% |
| 3Y | +101.8% | +63.3% | +38.5% | +85.9% |
| 5Y | -9.6% | +412.5% | -422.0% | -24.9% |
| All | -5.2% | +845.2% | -850.4% | -32.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling