-26.7%
DT vs PBF
+785.3%
-812.0%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.7% | +0.9% | +1.5% |
| 7D | -2.5% | +2.3% | -4.9% | -2.8% |
| 30D | +3.5% | +11.6% | -8.0% | +2.2% |
| 3M | +26.7% | +81.7% | -55.0% | +17.6% |
| 6M | +36.1% | +96.4% | -60.3% | +24.7% |
| YTD | +18.6% | +189.5% | -170.8% | +3.2% |
| 1Y | +7.9% | +180.7% | -172.9% | -6.4% |
| 3Y | +8.6% | +56.6% | -48.1% | -3.0% |
| 5Y | -26.7% | +802.0% | -828.6% | -47.6% |
| All | -26.7% | +785.3% | -812.0% | -47.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling