+170.0%
PBF vs DAR
+104.4%
+65.6%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.9% | -0.5% | -0.6% |
| 7D | +4.3% | +1.4% | +2.9% | +3.0% |
| 30D | +22.0% | +12.8% | +9.2% | +8.4% |
| 3M | +74.5% | +7.4% | +67.1% | +63.2% |
| 6M | +67.7% | +22.3% | +45.4% | +40.9% |
| YTD | +179.2% | +81.1% | +98.1% | +68.8% |
| 1Y | +170.0% | +106.5% | +63.5% | +44.7% |
| All | +170.0% | +104.4% | +65.6% | +44.7% |
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