+11.8%
DIA vs PBF
+90.5%
-78.6%
-9.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.3% | +0.1% |
| 7D | +2.1% | +6.5% | -4.3% | +2.4% |
| 30D | +1.5% | -20.0% | +21.5% | +0.6% |
| 3M | -2.4% | -3.3% | +0.9% | -2.4% |
| 6M | +6.0% | +76.8% | -70.8% | +9.2% |
| YTD | +10.1% | +168.9% | -158.9% | +12.3% |
| 1Y | +11.8% | +96.4% | -84.5% | +14.5% |
| All | +11.8% | +90.5% | -78.6% | +14.5% |
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