+60.0%
DLR vs PBF
+62.4%
-2.3%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.3% | -2.7% | +0.5% |
| 7D | +3.4% | +2.4% | +1.0% | +3.3% |
| 30D | -2.2% | +24.9% | -27.1% | -2.9% |
| 3M | +4.7% | +81.9% | -77.1% | +2.5% |
| 6M | +9.0% | +79.4% | -70.4% | +6.3% |
| YTD | +24.1% | +188.3% | -164.2% | +16.7% |
| 1Y | +20.9% | +177.3% | -156.3% | +13.6% |
| 3Y | +60.0% | +56.0% | +4.0% | +47.5% |
| All | +60.0% | +62.4% | -2.3% | +47.5% |
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