+235.9%
DIA vs PBF
+231.7%
+4.2%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -5.2% | +4.9% | +0.3% |
| 7D | +0.9% | -15.3% | +16.2% | +2.6% |
| 30D | +1.1% | -21.8% | +22.9% | +3.6% |
| 3M | -2.9% | -0.2% | -2.7% | -3.5% |
| 6M | +5.9% | +63.6% | -57.7% | -1.1% |
| YTD | +9.8% | +147.5% | -137.7% | -3.8% |
| 1Y | +11.7% | +69.8% | -58.1% | +2.3% |
| 3Y | +59.5% | +65.3% | -5.7% | +41.8% |
| 5Y | +57.5% | +393.4% | -335.8% | +15.7% |
| 10Y | +235.9% | +240.3% | -4.4% | +127.1% |
| All | +235.9% | +231.7% | +4.2% | +127.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling