+87.8%
DT vs PBF
+207.1%
-119.3%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.7% | -0.3% |
| 7D | +3.1% | +6.5% | -3.3% | +2.4% |
| 30D | -29.5% | -20.0% | -9.5% | -28.0% |
| 3M | -11.7% | -3.3% | -8.4% | -12.0% |
| 6M | +29.0% | +76.8% | -47.8% | +19.8% |
| YTD | +3.4% | +168.9% | -165.6% | -9.3% |
| 1Y | -4.2% | +96.4% | -100.6% | -13.1% |
| 3Y | -12.8% | +77.2% | -90.0% | -22.5% |
| 5Y | -39.6% | +417.7% | -457.3% | -53.8% |
| All | +87.8% | +207.1% | -119.3% | +53.0% |
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 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