+4,681.2%
DELL vs PBF
+314.9%
+4,366.3%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.3% | +2.8% | +1.7% |
| 7D | +14.9% | +4.3% | +10.6% | +14.1% |
| 30D | +13.3% | +22.0% | -8.7% | +9.4% |
| 3M | +24.4% | +74.5% | -50.1% | +12.9% |
| 6M | +258.0% | +67.7% | +190.3% | +223.1% |
| YTD | +320.2% | +179.2% | +141.0% | +246.2% |
| 1Y | +319.1% | +170.0% | +149.1% | +243.1% |
| 3Y | +706.5% | +66.4% | +640.2% | +590.6% |
| 5Y | +1,071.9% | +764.5% | +307.4% | +635.6% |
| 10Y | +4,683.5% | +358.5% | +4,325.0% | +2,812.6% |
| All | +4,681.2% | +314.9% | +4,366.3% | +2,954.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling