+79.2%
PBF vs DRI
+32.5%
+46.8%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.5% | +1.9% | +4.1% |
| 7D | -7.4% | +3.1% | -10.5% | -5.8% |
| 30D | -17.5% | +16.2% | -33.7% | -11.4% |
| 3M | +13.1% | +8.4% | +4.8% | +18.1% |
| 6M | +72.6% | +19.0% | +53.6% | +88.0% |
| YTD | +161.2% | +28.8% | +132.4% | +185.5% |
| All | +79.2% | +32.5% | +46.8% | +98.6% |
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