+251.0%
DIA vs PBF
+351.3%
-100.3%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.7% |
| 7D | -1.2% | +1.4% | -2.6% | -1.4% |
| 30D | -2.7% | +15.8% | -18.5% | -4.4% |
| 3M | +3.3% | +90.3% | -87.0% | -4.5% |
| 6M | +10.4% | +102.8% | -92.4% | +0.5% |
| YTD | +10.0% | +187.3% | -177.3% | -4.6% |
| 1Y | +16.2% | +161.8% | -145.7% | +1.2% |
| 3Y | +58.7% | +55.5% | +3.3% | +43.1% |
| 5Y | +63.6% | +801.9% | -738.3% | +11.1% |
| 10Y | +251.0% | +362.2% | -111.2% | +130.9% |
| All | +251.0% | +351.3% | -100.3% | +130.9% |
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