+18.6%
DIA vs PBF
+176.4%
-157.7%
-9.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.8% | -0.6% |
| 7D | -0.2% | +4.3% | -4.5% | -0.1% |
| 30D | -1.5% | +22.0% | -23.5% | -0.9% |
| 3M | +3.8% | +74.5% | -70.7% | +5.7% |
| 6M | +10.3% | +67.7% | -57.4% | +12.2% |
| YTD | +12.1% | +179.2% | -167.1% | +12.9% |
| 1Y | +18.6% | +170.0% | -151.4% | +19.5% |
| All | +18.6% | +176.4% | -157.7% | +19.5% |
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 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