-8.9%
DASH vs PBF
+897.1%
-906.0%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.8% | -5.0% | -3.3% |
| 7D | -4.1% | +3.8% | -7.9% | -4.3% |
| 30D | -10.6% | -22.2% | +11.5% | -9.5% |
| 3M | -18.8% | +1.3% | -20.0% | -19.2% |
| 6M | +11.2% | +69.0% | -57.8% | +6.5% |
| YTD | -23.8% | +166.5% | -190.3% | -30.4% |
| 1Y | -12.2% | +88.1% | -100.3% | -17.4% |
| 3Y | +97.3% | +77.9% | +19.4% | +80.7% |
| 5Y | -29.8% | +413.0% | -442.9% | -41.7% |
| All | -8.9% | +897.1% | -906.0% | -34.9% |
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