+435.2%
DIA vs PBF
+303.9%
+131.3%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.8% | -0.4% |
| 7D | -0.2% | +4.3% | -4.5% | -0.7% |
| 30D | -1.5% | +22.0% | -23.5% | -3.8% |
| 3M | +3.8% | +74.5% | -70.7% | -3.2% |
| 6M | +10.3% | +67.7% | -57.4% | +2.5% |
| YTD | +12.1% | +179.2% | -167.1% | -2.4% |
| 1Y | +18.6% | +170.0% | -151.4% | +2.9% |
| 3Y | +60.6% | +66.4% | -5.8% | +43.5% |
| 5Y | +64.4% | +764.5% | -700.1% | +13.0% |
| 10Y | +250.1% | +358.5% | -108.4% | +124.5% |
| All | +435.2% | +303.9% | +131.3% | +232.7% |
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