+330.8%
PBF vs DG
+250.5%
+80.3%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.5% | -2.8% | -1.5% |
| 7D | +4.3% | +8.4% | -4.1% | +3.2% |
| 30D | +22.0% | +4.9% | +17.0% | +21.1% |
| 3M | +74.5% | +29.3% | +45.2% | +68.3% |
| 6M | +67.7% | -11.3% | +78.9% | +69.7% |
| YTD | +179.2% | +1.8% | +177.4% | +176.2% |
| 1Y | +170.0% | +25.3% | +144.7% | +157.1% |
| 3Y | +66.4% | +9.1% | +57.3% | +57.3% |
| 5Y | +764.5% | -34.9% | +799.4% | +800.8% |
| 10Y | +358.5% | +108.2% | +250.4% | +238.7% |
| All | +330.8% | +250.5% | +80.3% | +179.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling