+378.3%
DLR vs PBF
+303.9%
+74.5%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.3% | +1.6% | +0.4% |
| 7D | +1.6% | +4.3% | -2.7% | +1.3% |
| 30D | -3.4% | +22.0% | -25.3% | -4.4% |
| 3M | +0.5% | +74.5% | -74.0% | -2.8% |
| 6M | +4.6% | +67.7% | -63.1% | +0.9% |
| YTD | +23.4% | +179.2% | -155.8% | +15.3% |
| 1Y | +19.0% | +170.0% | -151.0% | +11.1% |
| 3Y | +56.5% | +66.4% | -9.9% | +48.0% |
| 5Y | +33.3% | +764.5% | -731.2% | +11.9% |
| 10Y | +165.1% | +358.5% | -193.4% | +108.5% |
| All | +378.3% | +303.9% | +74.5% | +278.1% |
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