-27.4%
DOW vs PBF
+441.3%
-468.7%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.2% | -0.4% | +1.4% |
| 7D | +3.7% | +4.3% | -0.6% | +2.6% |
| 30D | +16.3% | -21.8% | +38.1% | +22.4% |
| 3M | +9.7% | +1.7% | +8.0% | +7.9% |
| 6M | -14.1% | +69.8% | -83.9% | -26.0% |
| YTD | +46.6% | +167.7% | -121.1% | +12.8% |
| 1Y | +56.8% | +89.0% | -32.1% | +30.1% |
| 3Y | -20.4% | +78.8% | -99.1% | -38.5% |
| 5Y | -27.4% | +415.4% | -442.9% | -53.1% |
| All | -27.4% | +441.3% | -468.7% | -53.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling