+46.1%
DE vs PBF
+120.1%
-73.9%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -6.7% | +8.3% | +1.6% |
| 7D | +5.6% | -0.9% | +6.5% | +5.6% |
| 30D | -0.8% | -13.7% | +12.9% | -0.8% |
| 3M | +9.8% | +10.6% | -0.8% | +10.2% |
| 6M | +17.5% | +61.2% | -43.6% | +16.7% |
| YTD | +46.5% | +172.7% | -126.3% | +37.6% |
| 1Y | +46.1% | +111.0% | -64.9% | +39.8% |
| All | +46.1% | +120.1% | -73.9% | +39.8% |
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 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