+420.4%
PBF vs DG
-35.8%
+456.3%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.5% |
| 7D | +6.5% | +0.3% | +6.2% | +6.5% |
| 30D | -20.0% | +3.2% | -23.2% | -20.0% |
| 3M | -3.3% | +10.4% | -13.8% | -3.6% |
| 6M | +76.8% | +33.2% | +43.6% | +74.8% |
| YTD | +168.9% | +3.0% | +166.0% | +168.2% |
| 1Y | +96.4% | +31.2% | +65.1% | +91.8% |
| 3Y | +77.2% | +21.8% | +55.4% | +70.6% |
| All | +420.4% | -35.8% | +456.3% | +479.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling