-10.8%
DOW vs PBF
+163.9%
-174.8%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.3% | -1.7% | -2.7% |
| 7D | -2.4% | +4.3% | -6.7% | -3.3% |
| 30D | +0.4% | +22.0% | -21.6% | -4.3% |
| 3M | -14.4% | +74.5% | -88.9% | -25.5% |
| 6M | -7.0% | +67.7% | -74.7% | -18.8% |
| YTD | +30.2% | +179.2% | -149.0% | +0.9% |
| 1Y | +29.2% | +170.0% | -140.8% | -0.1% |
| 3Y | -36.7% | +66.4% | -103.1% | -48.1% |
| 5Y | -37.7% | +764.5% | -802.2% | -66.6% |
| All | -10.8% | +163.9% | -174.8% | -46.0% |
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