+7.2%
DIS vs PBF
+94.2%
-87.0%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.2% | -0.5% |
| 7D | +5.2% | -13.8% | +19.0% | +4.0% |
| 30D | +11.5% | -19.6% | +31.1% | +9.6% |
| 3M | +11.5% | +10.3% | +1.3% | +12.9% |
| 6M | +8.9% | +63.4% | -54.6% | +13.2% |
| YTD | +3.4% | +152.6% | -149.2% | +3.3% |
| 1Y | +7.2% | +87.4% | -80.2% | +11.8% |
| All | +7.2% | +94.2% | -87.0% | +11.8% |
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