+678.3%
DELL vs PBF
+55.5%
+622.8%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.3% |
| 7D | +8.7% | +1.4% | +7.4% | +8.5% |
| 30D | +16.9% | +15.8% | +1.1% | +13.8% |
| 3M | +40.4% | +90.3% | -49.8% | +25.2% |
| 6M | +267.1% | +102.8% | +164.3% | +218.5% |
| YTD | +329.1% | +187.3% | +141.8% | +242.7% |
| 1Y | +346.9% | +161.8% | +185.1% | +257.7% |
| All | +678.3% | +55.5% | +622.8% | +511.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling