+234.3%
DUK vs PBF
+317.1%
-82.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.3% | -2.4% | +0.7% |
| 7D | +0.7% | +2.4% | -1.7% | +0.6% |
| 30D | -2.0% | +24.9% | -26.9% | -3.1% |
| 3M | +0.2% | +81.9% | -81.7% | -2.9% |
| 6M | -6.9% | +79.4% | -86.3% | -10.0% |
| YTD | +6.1% | +188.3% | -182.2% | +0.1% |
| 1Y | +4.4% | +177.3% | -172.8% | -1.7% |
| 3Y | +49.1% | +56.0% | -6.9% | +43.1% |
| 5Y | +39.6% | +804.0% | -764.5% | +17.6% |
| 10Y | +125.1% | +334.1% | -209.0% | +76.8% |
| All | +234.3% | +317.1% | -82.8% | +149.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling