+171.8%
DLR vs PBF
+367.4%
-195.7%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.7% | -2.7% | -2.0% |
| 7D | -1.3% | +2.3% | -3.6% | -1.4% |
| 30D | -2.9% | +11.6% | -14.4% | -3.5% |
| 3M | +3.2% | +81.7% | -78.5% | -0.3% |
| 6M | +3.9% | +96.4% | -92.6% | -0.6% |
| YTD | +21.4% | +189.5% | -168.0% | +13.2% |
| 1Y | +9.7% | +180.7% | -171.1% | +2.2% |
| 3Y | +56.5% | +56.6% | -0.1% | +48.5% |
| 5Y | +41.5% | +802.0% | -760.5% | +18.2% |
| All | +171.8% | +367.4% | -195.7% | +117.0% |
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