+9.6%
DT vs PBF
+57.2%
-47.6%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.3% | -0.3% | -1.5% |
| 7D | -3.3% | +4.3% | -7.6% | -3.7% |
| 30D | +2.0% | +22.0% | -19.9% | -0.1% |
| 3M | +20.0% | +74.5% | -54.5% | +12.2% |
| 6M | +39.3% | +67.7% | -28.4% | +30.0% |
| YTD | +19.8% | +179.2% | -159.4% | +5.2% |
| 1Y | +4.3% | +170.0% | -165.7% | -8.6% |
| All | +9.6% | +57.2% | -47.6% | -6.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling