+289.8%
PBF vs DAR
+197.0%
+92.8%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.0% | -0.6% | -1.0% |
| 7D | -13.8% | -9.9% | -3.8% | -8.2% |
| 30D | -19.6% | -16.4% | -3.2% | -10.4% |
| 3M | +10.3% | -17.1% | +27.3% | +23.4% |
| 6M | +63.4% | -20.5% | +83.9% | +88.1% |
| YTD | +152.6% | +39.4% | +113.2% | +112.5% |
| 1Y | +87.4% | +57.2% | +30.1% | +46.7% |
| 3Y | +63.3% | +13.9% | +49.4% | +44.4% |
| 5Y | +412.5% | -40.8% | +453.3% | +536.4% |
| 10Y | +282.5% | +276.2% | +6.2% | +82.7% |
| All | +289.8% | +197.0% | +92.8% | +94.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling