+126.0%
DUK vs PBF
+374.8%
-248.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.6% | -1.5% | 0.0% |
| 7D | -0.7% | +5.3% | -6.0% | -0.9% |
| 30D | -2.4% | +11.7% | -14.2% | -3.0% |
| 3M | -3.0% | +91.1% | -94.1% | -6.2% |
| 6M | -6.6% | +88.4% | -95.0% | -9.8% |
| YTD | +4.6% | +194.1% | -189.5% | -1.6% |
| 1Y | +1.2% | +180.4% | -179.2% | -4.8% |
| 3Y | +45.7% | +59.3% | -13.6% | +39.6% |
| 5Y | +40.3% | +816.3% | -776.0% | +17.3% |
| All | +126.0% | +374.8% | -248.8% | +75.5% |
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