+177.3%
PBF vs DRI
+4.8%
+172.4%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -1.8% | +5.1% | +2.6% |
| 7D | +2.4% | -1.2% | +3.6% | +2.0% |
| 30D | +24.9% | -0.4% | +25.3% | +24.8% |
| 3M | +81.9% | +9.5% | +72.4% | +88.4% |
| 6M | +79.4% | +6.5% | +72.9% | +85.9% |
| YTD | +188.3% | +18.4% | +169.9% | +202.9% |
| 1Y | +177.3% | +4.2% | +173.0% | +194.5% |
| All | +177.3% | +4.8% | +172.4% | +194.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling