+453.2%
PBF vs DECK
+27.7%
+425.5%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +6.0% | -12.6% | -7.3% |
| 7D | -0.9% | +10.4% | -11.3% | -2.1% |
| 30D | -13.7% | +11.1% | -24.8% | -14.8% |
| 3M | +10.6% | -10.8% | +21.4% | +11.9% |
| 6M | +61.2% | -8.7% | +69.9% | +61.2% |
| YTD | +172.7% | -14.0% | +186.8% | +172.1% |
| 1Y | +111.0% | +12.0% | +99.0% | +99.6% |
| 3Y | +73.6% | -10.5% | +84.0% | +67.2% |
| All | +453.2% | +27.7% | +425.5% | +475.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DECK.
Daily Out/Under-Performance
Portfolio return minus DECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DECK 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 DECK 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