+304.1%
PBF vs DG
+263.4%
+40.7%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +0.1% | +5.7% | +5.8% |
| 7D | -4.0% | -3.0% | -1.0% | -3.6% |
| 30D | -18.0% | +8.6% | -26.6% | -18.9% |
| 3M | +0.9% | +15.0% | -14.1% | -1.2% |
| 6M | +65.7% | +32.7% | +33.0% | +58.8% |
| YTD | +161.9% | +5.5% | +156.4% | +157.2% |
| 1Y | +77.8% | +34.6% | +43.2% | +67.4% |
| 3Y | +74.9% | +24.2% | +50.6% | +61.2% |
| 5Y | +423.4% | -32.3% | +455.6% | +441.7% |
| 10Y | +255.2% | +111.1% | +144.1% | +162.1% |
| All | +304.1% | +263.4% | +40.7% | +160.2% |
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