+4.8%
DASH vs PBF
+920.4%
-915.6%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | -6.7% | +15.0% | +8.7% |
| 7D | +17.2% | -0.9% | +18.1% | +17.1% |
| 30D | +3.6% | -13.7% | +17.3% | +4.2% |
| 3M | -1.9% | +10.6% | -12.5% | -3.0% |
| 6M | +15.1% | +61.2% | -46.1% | +10.5% |
| YTD | -12.3% | +172.7% | -185.0% | -20.0% |
| 1Y | -17.2% | +111.0% | -128.2% | -22.9% |
| 3Y | +114.7% | +73.6% | +41.2% | +97.2% |
| 5Y | -4.3% | +479.7% | -483.9% | -21.0% |
| All | +4.8% | +920.4% | -915.6% | -25.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling