+388.0%
DELL vs PBF
+80.0%
+307.9%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | +0.5% | -7.6% | -7.3% |
| 7D | +4.9% | +6.5% | -1.6% | +3.8% |
| 30D | -32.1% | -20.0% | -12.1% | -29.5% |
| 3M | -30.2% | -3.3% | -26.9% | -30.1% |
| 6M | +41.7% | +76.8% | -35.1% | +27.3% |
| YTD | +176.6% | +168.9% | +7.6% | +121.6% |
| 1Y | +159.9% | +96.4% | +63.6% | +123.4% |
| 3Y | +388.0% | +77.2% | +310.8% | +281.5% |
| All | +388.0% | +80.0% | +307.9% | +281.5% |
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