-11.1%
DASH vs PBF
+78.3%
-89.4%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.8% | -5.8% | +0.5% |
| 7D | -10.2% | -4.0% | -6.3% | -10.6% |
| 30D | -8.2% | -18.0% | +9.8% | -9.5% |
| 3M | -15.9% | +0.9% | -16.8% | -15.8% |
| 6M | +13.3% | +65.7% | -52.4% | +17.6% |
| YTD | -21.3% | +161.9% | -183.2% | -20.9% |
| 1Y | -11.1% | +77.8% | -88.9% | +12.2% |
| All | -11.1% | +78.3% | -89.4% | +12.2% |
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