+240.3%
PBF vs DRI
+343.2%
-102.9%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -0.5% | -4.8% | -4.9% |
| 7D | -15.3% | +4.2% | -19.5% | -17.6% |
| 30D | -21.8% | +15.7% | -37.5% | -28.7% |
| 3M | -0.2% | +5.8% | -6.0% | -5.1% |
| 6M | +63.6% | +18.4% | +45.2% | +42.4% |
| YTD | +147.5% | +28.2% | +119.3% | +99.8% |
| 1Y | +69.8% | +35.9% | +33.9% | +31.0% |
| 3Y | +65.3% | +67.7% | -2.5% | +4.9% |
| 5Y | +393.4% | +77.9% | +315.5% | +186.6% |
| 10Y | +240.3% | +338.7% | -98.4% | +10.3% |
| All | +240.3% | +343.2% | -102.9% | +10.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 10y: compounded portfolio wealth divided by compounded DRI 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…
10y analysis · Full analysis span regression · 6 months rolling