+804.0%
PBF vs DAR
-8.5%
+812.5%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +2.9% | +0.3% | +1.6% |
| 7D | +2.4% | -0.9% | +3.2% | +2.9% |
| 30D | +24.9% | +13.0% | +11.9% | +16.3% |
| 3M | +81.9% | +15.0% | +66.9% | +68.4% |
| 6M | +79.4% | +26.8% | +52.5% | +57.8% |
| YTD | +188.3% | +86.4% | +101.9% | +105.9% |
| 1Y | +177.3% | +115.1% | +62.2% | +83.3% |
| 3Y | +56.0% | +14.6% | +41.4% | +37.3% |
| 5Y | +804.0% | -8.8% | +812.8% | +789.4% |
| All | +804.0% | -8.5% | +812.5% | +789.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling