+334.9%
PBF vs DG
+99.2%
+235.7%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.3% | +2.0% | +0.9% |
| 7D | +2.3% | -6.3% | +8.6% | +2.9% |
| 30D | +11.6% | +2.4% | +9.1% | +11.2% |
| 3M | +81.7% | +12.4% | +69.3% | +79.2% |
| 6M | +96.4% | -14.9% | +111.4% | +99.2% |
| YTD | +189.5% | -6.1% | +195.5% | +189.3% |
| 1Y | +180.7% | +17.9% | +162.9% | +171.2% |
| 3Y | +56.6% | +3.1% | +53.5% | +50.1% |
| 5Y | +802.0% | -38.7% | +840.6% | +851.0% |
| All | +334.9% | +99.2% | +235.7% | +203.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 DG 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