+851.5%
DE vs PBF
+374.8%
+476.7%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.6% | -1.9% | -0.6% |
| 7D | -2.6% | +5.3% | -7.9% | -3.3% |
| 30D | +9.0% | +11.7% | -2.7% | +7.0% |
| 3M | +19.1% | +91.1% | -71.9% | +6.8% |
| 6M | +14.4% | +88.4% | -74.0% | +1.7% |
| YTD | +45.9% | +194.1% | -148.1% | +19.7% |
| 1Y | +43.6% | +180.4% | -136.8% | +17.6% |
| 3Y | +75.9% | +59.3% | +16.6% | +52.3% |
| 5Y | +98.8% | +816.3% | -717.5% | +22.7% |
| All | +851.5% | +374.8% | +476.7% | +493.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling