+21.2%
DIS vs PBF
+354.3%
-333.1%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.3% | -3.5% | -0.6% |
| 7D | -1.1% | +2.4% | -3.5% | -1.4% |
| 30D | +0.1% | +24.9% | -24.7% | -2.9% |
| 3M | +7.1% | +81.9% | -74.8% | -1.8% |
| 6M | +4.3% | +79.4% | -75.1% | -5.3% |
| YTD | -6.9% | +188.3% | -195.3% | -21.4% |
| 1Y | -10.3% | +177.3% | -187.6% | -24.5% |
| 3Y | +32.8% | +56.0% | -23.2% | +17.2% |
| 5Y | -41.5% | +804.0% | -845.5% | -62.5% |
| 10Y | +21.2% | +334.1% | -312.9% | -26.9% |
| All | +21.2% | +354.3% | -333.1% | -26.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling