+343.4%
PBF vs DGX
+428.1%
-84.8%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | +1.4% | -2.2% | +3.6% | +2.2% |
| 30D | +15.8% | -0.9% | +16.8% | +16.2% |
| 3M | +90.3% | +15.6% | +74.7% | +78.9% |
| 6M | +102.8% | +17.8% | +85.0% | +88.5% |
| YTD | +187.3% | +37.5% | +149.9% | +148.5% |
| 1Y | +161.8% | +31.2% | +130.7% | +130.7% |
| 3Y | +55.5% | +96.6% | -41.1% | +10.9% |
| 5Y | +801.9% | +64.9% | +737.0% | +574.7% |
| 10Y | +362.2% | +254.6% | +107.6% | +115.7% |
| All | +343.4% | +428.1% | -84.8% | +84.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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