+114.1%
DT vs PBF
+235.8%
-121.7%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.6% | -2.3% | -0.8% |
| 7D | -1.6% | +5.3% | -6.9% | -2.2% |
| 30D | +3.0% | +11.7% | -8.7% | +1.7% |
| 3M | +26.5% | +91.1% | -64.6% | +17.1% |
| 6M | +35.9% | +88.4% | -52.5% | +25.5% |
| YTD | +17.8% | +194.1% | -176.2% | +3.0% |
| 1Y | +4.1% | +180.4% | -176.4% | -9.1% |
| 3Y | +5.3% | +59.3% | -54.0% | -4.9% |
| 5Y | -27.2% | +816.3% | -843.4% | -47.5% |
| All | +114.1% | +235.8% | -121.7% | +73.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling