+312.3%
DELL vs PBF
+167.4%
+144.9%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +0.7% | -6.1% | -5.4% |
| 7D | -1.9% | +2.3% | -4.2% | -1.9% |
| 30D | +14.9% | +11.6% | +3.3% | +14.6% |
| 3M | +37.2% | +81.7% | -44.5% | +36.8% |
| 6M | +254.0% | +96.4% | +157.5% | +249.9% |
| YTD | +306.1% | +189.5% | +116.7% | +305.6% |
| 1Y | +312.3% | +180.7% | +131.5% | +322.7% |
| All | +312.3% | +167.4% | +144.9% | +322.7% |
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