+27.8%
DOW vs PBF
+172.0%
-144.2%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.2% | -0.5% |
| 7D | -6.0% | +1.4% | -7.4% | -6.3% |
| 30D | -2.7% | +15.8% | -18.6% | -6.6% |
| 3M | -10.5% | +90.3% | -100.7% | -26.1% |
| 6M | -12.4% | +102.8% | -115.3% | -28.6% |
| YTD | +30.0% | +187.3% | -157.3% | -4.1% |
| 1Y | +27.8% | +161.8% | -134.0% | -7.3% |
| All | +27.8% | +172.0% | -144.2% | -7.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling