+56.0%
PBF vs DD
+47.1%
+8.9%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.2% | +3.5% | +3.3% |
| 7D | +2.4% | -0.6% | +3.0% | +2.6% |
| 30D | +24.9% | -7.4% | +32.3% | +28.1% |
| 3M | +81.9% | -6.4% | +88.3% | +84.7% |
| 6M | +79.4% | -2.5% | +81.8% | +76.0% |
| YTD | +188.3% | +10.2% | +178.1% | +163.8% |
| 1Y | +177.3% | +36.9% | +140.3% | +123.8% |
| 3Y | +56.0% | +47.0% | +9.0% | +18.9% |
| All | +56.0% | +47.1% | +8.9% | +18.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling