-29.3%
DASH vs PBF
+419.4%
-448.8%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.5% | -1.1% | -0.6% |
| 7D | -4.5% | +6.5% | -11.0% | -4.9% |
| 30D | -6.8% | -20.0% | +13.2% | -5.7% |
| 3M | -20.7% | -3.3% | -17.4% | -20.9% |
| 6M | +15.1% | +76.8% | -61.8% | +9.2% |
| YTD | -24.3% | +168.9% | -193.2% | -31.9% |
| 1Y | -12.1% | +96.4% | -108.5% | -18.4% |
| 3Y | +91.1% | +77.2% | +13.9% | +72.4% |
| All | -29.3% | +419.4% | -448.8% | -48.8% |
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