+56.0%
PBF vs DG
+10.3%
+45.7%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -4.0% | +7.3% | +3.2% |
| 7D | +2.4% | -2.5% | +4.8% | +2.3% |
| 30D | +24.9% | +1.0% | +23.9% | +24.9% |
| 3M | +81.9% | +20.3% | +61.5% | +82.5% |
| 6M | +79.4% | -11.7% | +91.1% | +80.0% |
| YTD | +188.3% | -2.3% | +190.6% | +188.3% |
| 1Y | +177.3% | +20.0% | +157.3% | +175.2% |
| 3Y | +56.0% | +7.2% | +48.8% | +34.1% |
| All | +56.0% | +10.3% | +45.7% | +34.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling