+12.2%
DIS vs PBF
+90.5%
-78.3%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.5% | +0.2% | +0.7% |
| 7D | +1.9% | +6.5% | -4.6% | +2.5% |
| 30D | +9.2% | -20.0% | +29.2% | +7.0% |
| 3M | +13.5% | -3.3% | +16.9% | +13.8% |
| 6M | +14.3% | +76.8% | -62.5% | +20.7% |
| YTD | +5.4% | +168.9% | -163.6% | +9.0% |
| 1Y | +12.2% | +96.4% | -84.2% | +17.3% |
| All | +12.2% | +90.5% | -78.3% | +17.3% |
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