+40.2%
DUK vs PBF
+785.3%
-745.1%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.7% | -1.6% | -0.9% |
| 7D | -1.7% | +2.3% | -4.0% | -1.7% |
| 30D | -2.2% | +11.6% | -13.8% | -2.4% |
| 3M | -3.7% | +81.7% | -85.4% | -4.5% |
| 6M | -6.3% | +96.4% | -102.8% | -7.3% |
| YTD | +4.5% | +189.5% | -185.0% | +2.8% |
| 1Y | +1.8% | +180.7% | -178.9% | +0.1% |
| 3Y | +46.8% | +56.6% | -9.8% | +46.2% |
| 5Y | +40.2% | +802.0% | -761.7% | +35.1% |
| All | +40.2% | +785.3% | -745.1% | +35.1% |
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