+755.9%
DE vs PBF
+260.7%
+495.2%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.5% | -1.2% | -0.8% |
| 7D | +0.3% | +6.5% | -6.2% | -0.7% |
| 30D | +3.6% | -20.0% | +23.6% | +6.8% |
| 3M | +10.2% | -3.3% | +13.6% | +9.9% |
| 6M | +16.6% | +76.8% | -60.2% | +4.8% |
| YTD | +45.8% | +168.9% | -123.1% | +20.2% |
| 1Y | +43.9% | +96.4% | -52.5% | +24.5% |
| 3Y | +89.6% | +77.2% | +12.4% | +60.3% |
| 5Y | +100.3% | +417.7% | -317.4% | +34.8% |
| All | +755.9% | +260.7% | +495.2% | +444.2% |
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 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