+362.2%
PBF vs DD
+64.9%
+297.3%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.6% | +2.3% | +1.5% |
| 7D | +1.4% | -3.8% | +5.1% | +4.2% |
| 30D | +15.8% | -9.2% | +25.1% | +23.9% |
| 3M | +90.3% | -9.0% | +99.3% | +100.3% |
| 6M | +102.8% | -5.0% | +107.8% | +100.2% |
| YTD | +187.3% | +7.4% | +179.9% | +155.4% |
| 1Y | +161.8% | +35.1% | +126.7% | +91.5% |
| 3Y | +55.5% | +43.2% | +12.3% | +3.1% |
| 5Y | +801.9% | +59.6% | +742.3% | +409.2% |
| 10Y | +362.2% | +66.5% | +295.7% | +104.4% |
| All | +362.2% | +64.9% | +297.3% | +104.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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