+303.0%
PBF vs DD
+293.9%
+9.1%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +5.9% | -2.5% | -0.6% |
| 7D | -7.4% | +9.8% | -17.2% | -13.1% |
| 30D | -17.5% | +19.3% | -36.8% | -27.0% |
| 3M | +13.1% | +9.4% | +3.8% | +6.0% |
| 6M | +72.6% | +4.8% | +67.8% | +63.6% |
| YTD | +161.2% | +30.2% | +131.0% | +105.7% |
| 1Y | +93.3% | +32.2% | +61.1% | +50.3% |
| 3Y | +80.7% | +93.1% | -12.4% | +1.7% |
| 5Y | +396.1% | +68.0% | +328.1% | +196.7% |
| 10Y | +252.3% | +98.5% | +153.8% | +58.3% |
| All | +303.0% | +293.9% | +9.1% | +19.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling