-10.2%
DOW vs PBF
+173.7%
-183.9%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.1% | +0.7% |
| 7D | -2.4% | +2.3% | -4.7% | -2.9% |
| 30D | -4.1% | +11.6% | -15.6% | -6.7% |
| 3M | -12.4% | +81.7% | -94.2% | -24.5% |
| 6M | -10.6% | +96.4% | -107.1% | -24.4% |
| YTD | +31.1% | +189.5% | -158.4% | +0.8% |
| 1Y | +30.5% | +180.7% | -150.2% | +0.1% |
| 3Y | -34.4% | +56.6% | -91.0% | -45.5% |
| 5Y | -35.5% | +802.0% | -837.5% | -65.8% |
| All | -10.2% | +173.7% | -183.9% | -46.1% |
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 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