+363.0%
DLR vs PBF
+278.8%
+84.2%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +5.8% | -5.7% | -0.2% |
| 7D | -2.0% | -4.0% | +2.0% | -1.8% |
| 30D | +0.5% | -18.0% | +18.5% | +1.5% |
| 3M | -4.4% | +0.9% | -5.3% | -4.7% |
| 6M | -6.4% | +65.7% | -72.2% | -9.5% |
| YTD | +19.5% | +161.9% | -142.4% | +11.8% |
| 1Y | +10.5% | +77.8% | -67.3% | +5.8% |
| 3Y | +54.0% | +74.9% | -20.9% | +44.9% |
| 5Y | +39.7% | +423.4% | -383.7% | +21.0% |
| 10Y | +189.5% | +255.2% | -65.6% | +130.4% |
| All | +363.0% | +278.8% | +84.2% | +266.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling