-10.1%
DIS vs PBF
+176.4%
-186.4%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.3% | -0.4% | -1.8% |
| 7D | -2.6% | +4.3% | -6.9% | -2.3% |
| 30D | +3.5% | +22.0% | -18.5% | +5.0% |
| 3M | +6.8% | +74.5% | -67.7% | +10.6% |
| 6M | +3.0% | +67.7% | -64.7% | +6.5% |
| YTD | -6.7% | +179.2% | -185.9% | -5.3% |
| 1Y | -10.1% | +170.0% | -180.1% | -7.6% |
| All | -10.1% | +176.4% | -186.4% | -7.6% |
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 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