-23.6%
DIS vs PBF
+441.3%
-464.9%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.2% | -3.4% | -1.3% |
| 7D | +0.9% | +4.3% | -3.4% | +0.6% |
| 30D | +8.9% | -21.8% | +30.7% | +10.4% |
| 3M | +14.5% | +1.7% | +12.8% | +13.8% |
| 6M | +12.2% | +69.8% | -57.6% | +6.6% |
| YTD | +4.7% | +167.7% | -163.0% | -6.4% |
| 1Y | +2.8% | +89.0% | -86.1% | -4.7% |
| 3Y | +38.1% | +78.8% | -40.6% | +22.5% |
| 5Y | -23.6% | +415.4% | -439.0% | -39.2% |
| All | -23.6% | +441.3% | -464.9% | -39.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling