+143.3%
DELL vs PBF
+120.1%
+23.3%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -6.7% | -2.2% | -8.4% |
| 7D | -24.6% | -0.9% | -23.7% | -24.4% |
| 30D | -32.5% | -13.7% | -18.8% | -31.9% |
| 3M | -20.2% | +10.6% | -30.8% | -20.4% |
| 6M | +76.5% | +61.2% | +15.3% | +75.0% |
| YTD | +198.9% | +172.7% | +26.2% | +197.5% |
| 1Y | +143.3% | +111.0% | +32.3% | +142.7% |
| All | +143.3% | +120.1% | +23.3% | +142.7% |
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