+16.7%
DIA vs PBF
+165.4%
-148.7%
-9.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.8% |
| 7D | -1.2% | +1.4% | -2.6% | -1.2% |
| 30D | -2.7% | +15.8% | -18.5% | -2.2% |
| 3M | +3.3% | +90.3% | -87.0% | +5.6% |
| 6M | +10.4% | +102.8% | -92.4% | +12.3% |
| YTD | +10.0% | +187.3% | -177.3% | +11.1% |
| All | +16.7% | +165.4% | -148.7% | +18.0% |
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