+88.1%
PBF vs DG
+31.9%
+56.2%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.1% | +3.8% | +1.3% |
| 7D | +3.8% | -2.5% | +6.2% | +3.2% |
| 30D | -22.2% | +7.7% | -29.9% | -20.4% |
| 3M | +1.3% | +13.1% | -11.9% | +4.8% |
| 6M | +69.0% | +32.0% | +37.0% | +81.4% |
| YTD | +166.5% | +3.3% | +163.2% | +167.3% |
| 1Y | +88.1% | +31.7% | +56.4% | +83.7% |
| All | +88.1% | +31.9% | +56.2% | +83.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling