+98.2%
DE vs PBF
+817.4%
-719.1%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.5% |
| 7D | -3.0% | +1.4% | -4.4% | -3.2% |
| 30D | +11.1% | +15.8% | -4.7% | +8.8% |
| 3M | +17.6% | +90.3% | -72.7% | +6.3% |
| 6M | +13.6% | +102.8% | -89.2% | +0.6% |
| YTD | +46.3% | +187.3% | -141.1% | +21.3% |
| 1Y | +44.2% | +161.8% | -117.7% | +20.2% |
| 3Y | +76.6% | +55.5% | +21.1% | +53.5% |
| 5Y | +98.2% | +801.9% | -703.7% | +21.9% |
| All | +98.2% | +817.4% | -719.1% | +21.9% |
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