+425.8%
DIA vs PBF
+277.8%
+147.9%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +3.4% | -1.2% | +1.8% |
| 7D | +0.8% | -7.4% | +8.1% | +1.5% |
| 30D | +1.4% | -17.5% | +18.9% | +3.3% |
| 3M | -2.7% | +13.1% | -15.8% | -4.6% |
| 6M | +6.2% | +72.6% | -66.4% | -1.3% |
| YTD | +10.1% | +161.2% | -151.1% | -3.9% |
| 1Y | +13.0% | +93.3% | -80.3% | +2.0% |
| 3Y | +61.9% | +80.7% | -18.8% | +42.6% |
| 5Y | +57.1% | +396.1% | -339.0% | +16.3% |
| 10Y | +240.9% | +252.3% | -11.4% | +124.8% |
| All | +425.8% | +277.8% | +147.9% | +227.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling