+161.8%
PBF vs DAR
+116.5%
+45.3%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.9% | -0.9% |
| 7D | +1.4% | -0.2% | +1.5% | +1.5% |
| 30D | +15.8% | +7.4% | +8.4% | +8.0% |
| 3M | +90.3% | +15.7% | +74.6% | +66.8% |
| 6M | +102.8% | +30.0% | +72.8% | +61.1% |
| YTD | +187.3% | +87.5% | +99.8% | +68.2% |
| 1Y | +161.8% | +113.4% | +48.5% | +36.1% |
| All | +161.8% | +116.5% | +45.3% | +36.1% |
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 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