+38.0%
DIS vs PBF
+75.3%
-37.3%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +5.8% | -5.4% | +0.1% |
| 7D | +0.6% | -4.0% | +4.6% | +0.7% |
| 30D | +10.3% | -18.0% | +28.3% | +11.1% |
| 3M | +15.6% | +0.9% | +14.6% | +15.0% |
| 6M | +15.1% | +65.7% | -50.6% | +10.1% |
| YTD | +6.0% | +161.9% | -155.9% | -5.9% |
| 1Y | +5.7% | +77.8% | -72.1% | -1.2% |
| All | +38.0% | +75.3% | -37.3% | +15.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling