+718.6%
PBF vs DRI
+72.9%
+645.7%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.8% | -1.2% |
| 7D | +4.3% | +0.6% | +3.7% | +4.1% |
| 30D | +22.0% | +3.8% | +18.1% | +20.7% |
| 3M | +74.5% | +13.0% | +61.5% | +66.8% |
| 6M | +67.7% | +8.3% | +59.4% | +61.7% |
| YTD | +179.2% | +20.6% | +158.6% | +156.2% |
| 1Y | +170.0% | +6.5% | +163.5% | +159.7% |
| 3Y | +66.4% | +53.7% | +12.7% | +35.0% |
| All | +718.6% | +72.9% | +645.7% | +517.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling