+7.4%
DASH vs PBF
+772.7%
-765.2%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.3% | -3.3% | -4.5% |
| 7D | -10.6% | +4.3% | -14.9% | -10.8% |
| 30D | +2.2% | +22.0% | -19.8% | +0.8% |
| 3M | +32.3% | +74.5% | -42.2% | +26.9% |
| 6M | +19.1% | +67.7% | -48.6% | +13.9% |
| YTD | -6.5% | +179.2% | -185.7% | -14.9% |
| 1Y | -14.9% | +170.0% | -184.9% | -22.7% |
| 3Y | +151.9% | +66.4% | +85.6% | +131.7% |
| All | +7.4% | +772.7% | -765.2% | -11.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling