+35.3%
DLR vs PBF
+735.5%
-700.2%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -3.0% |
| 3M | +4.7% | +81.9% | -77.1% | +2.3% |
| 6M | +9.0% | +79.4% | -70.4% | +6.2% |
| YTD | +24.1% | +188.3% | -164.2% | +17.7% |
| 1Y | +20.9% | +177.3% | -156.3% | +14.6% |
| 3Y | +60.0% | +56.0% | +4.0% | +52.4% |
| 5Y | +35.3% | +804.0% | -768.7% | +24.3% |
| All | +35.3% | +735.5% | -700.2% | +24.3% |
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 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