-5.7%
DT vs PBF
+120.1%
-125.8%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -6.7% | +6.1% | -0.4% |
| 7D | -25.5% | -0.9% | -24.6% | -25.5% |
| 30D | -22.3% | -13.7% | -8.6% | -22.0% |
| 3M | +2.3% | +10.6% | -8.3% | +1.3% |
| 6M | +20.7% | +61.2% | -40.5% | +15.3% |
| YTD | +7.9% | +172.7% | -164.8% | +2.6% |
| 1Y | -5.7% | +111.0% | -116.8% | -7.2% |
| All | -5.7% | +120.1% | -125.8% | -7.2% |
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