+249.4%
PBF vs DAR
+307.1%
-57.7%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.2% | +0.1% | +0.8% |
| 7D | +4.3% | +9.2% | -4.9% | -1.5% |
| 30D | -21.8% | -12.3% | -9.5% | -14.5% |
| 3M | +1.7% | -12.7% | +14.5% | +11.6% |
| 6M | +69.8% | -12.8% | +82.6% | +87.0% |
| YTD | +167.7% | +53.8% | +114.0% | +105.9% |
| 1Y | +89.0% | +60.3% | +28.7% | +41.1% |
| 3Y | +78.8% | +31.7% | +47.0% | +39.7% |
| 5Y | +415.4% | -27.7% | +443.2% | +474.7% |
| All | +249.4% | +307.1% | -57.7% | +18.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling