+315.0%
PBF vs DG
+254.7%
+60.3%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.5% |
| 7D | +6.5% | +0.3% | +6.2% | +6.4% |
| 30D | -20.0% | +3.2% | -23.2% | -20.4% |
| 3M | -3.3% | +10.4% | -13.8% | -4.9% |
| 6M | +76.8% | +33.2% | +43.6% | +69.2% |
| YTD | +168.9% | +3.0% | +166.0% | +164.9% |
| 1Y | +96.4% | +31.2% | +65.1% | +85.4% |
| 3Y | +77.2% | +21.8% | +55.4% | +63.6% |
| 5Y | +417.7% | -35.0% | +452.7% | +439.4% |
| 10Y | +264.7% | +106.0% | +158.7% | +169.9% |
| All | +315.0% | +254.7% | +60.3% | +168.0% |
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