-20.0%
DOW vs PBF
+79.2%
-99.2%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.2% | -0.4% | +1.3% |
| 7D | +3.7% | +4.3% | -0.6% | +2.4% |
| 30D | +16.3% | -21.8% | +38.1% | +23.8% |
| 3M | +9.7% | +1.7% | +8.0% | +7.3% |
| 6M | -14.1% | +69.8% | -83.9% | -29.2% |
| YTD | +46.6% | +167.7% | -121.1% | +3.5% |
| 1Y | +56.8% | +89.0% | -32.1% | +22.8% |
| All | -20.0% | +79.2% | -99.2% | -47.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling