+59.6%
PBF vs DAR
+13.3%
+46.3%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.9% | -0.5% | -0.8% |
| 7D | +4.3% | +1.4% | +2.9% | +3.5% |
| 30D | +22.0% | +12.8% | +9.2% | +13.9% |
| 3M | +74.5% | +7.4% | +67.1% | +68.2% |
| 6M | +67.7% | +22.3% | +45.4% | +51.9% |
| YTD | +179.2% | +81.1% | +98.1% | +109.1% |
| 1Y | +170.0% | +106.5% | +63.5% | +90.1% |
| All | +59.6% | +13.3% | +46.3% | +33.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling