+1,055.3%
DELL vs PBF
+785.3%
+270.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +0.7% | -6.1% | -5.5% |
| 7D | -1.9% | +2.3% | -4.2% | -2.3% |
| 30D | +14.9% | +11.6% | +3.3% | +12.7% |
| 3M | +37.2% | +81.7% | -44.5% | +23.6% |
| 6M | +254.0% | +96.4% | +157.5% | +211.0% |
| YTD | +306.1% | +189.5% | +116.7% | +229.6% |
| 1Y | +312.3% | +180.7% | +131.5% | +232.0% |
| 3Y | +654.0% | +56.6% | +597.4% | +535.5% |
| 5Y | +1,055.3% | +802.0% | +253.4% | +638.5% |
| All | +1,055.3% | +785.3% | +270.0% | +638.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling