+927.7%
DE vs PBF
+287.3%
+640.4%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.2% | -4.1% | -2.2% |
| 7D | +2.3% | +4.3% | -1.9% | +1.7% |
| 30D | +4.4% | -21.8% | +26.2% | +7.9% |
| 3M | +9.8% | +1.7% | +8.1% | +8.7% |
| 6M | +15.8% | +69.8% | -54.0% | +5.3% |
| YTD | +47.0% | +167.7% | -120.8% | +22.5% |
| 1Y | +42.8% | +89.0% | -46.2% | +25.2% |
| 3Y | +88.9% | +78.8% | +10.1% | +61.0% |
| 5Y | +101.9% | +415.4% | -313.5% | +39.5% |
| 10Y | +767.5% | +263.1% | +504.4% | +441.0% |
| All | +927.7% | +287.3% | +640.4% | +498.9% |
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 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