+362.2%
PBF vs DAR
+364.6%
-2.4%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.9% | -0.7% |
| 7D | +1.4% | -0.2% | +1.5% | +1.4% |
| 30D | +15.8% | +7.4% | +8.4% | +10.3% |
| 3M | +90.3% | +15.7% | +74.6% | +73.6% |
| 6M | +102.8% | +30.0% | +72.8% | +71.7% |
| YTD | +187.3% | +87.5% | +99.8% | +92.9% |
| 1Y | +161.8% | +113.4% | +48.5% | +61.5% |
| 3Y | +55.5% | +15.3% | +40.2% | +32.0% |
| 5Y | +801.9% | -4.3% | +806.2% | +723.2% |
| 10Y | +362.2% | +380.2% | -17.9% | +37.6% |
| All | +362.2% | +364.6% | -2.4% | +37.6% |
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