+111.0%
PBF vs DAR
+63.3%
+47.7%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -2.5% | -4.2% | -4.4% |
| 7D | -0.9% | -5.7% | +4.8% | +4.6% |
| 30D | -13.7% | -16.6% | +2.9% | +1.7% |
| 3M | +10.6% | -13.1% | +23.7% | +24.7% |
| 6M | +61.2% | -18.8% | +79.9% | +92.6% |
| YTD | +172.7% | +45.3% | +127.4% | +116.3% |
| 1Y | +111.0% | +60.6% | +50.4% | +59.7% |
| All | +111.0% | +63.3% | +47.7% | +59.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 1y: compounded portfolio wealth divided by compounded DAR 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…
1y analysis · Full analysis span regression · 6 months rolling