+330.8%
PBF vs DRI
+722.1%
-391.3%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.8% | -1.0% |
| 7D | +4.3% | +0.6% | +3.7% | +3.9% |
| 30D | +22.0% | +3.8% | +18.1% | +19.1% |
| 3M | +74.5% | +13.0% | +61.5% | +59.5% |
| 6M | +67.7% | +8.3% | +59.4% | +55.4% |
| YTD | +179.2% | +20.6% | +158.6% | +139.4% |
| 1Y | +170.0% | +6.5% | +163.5% | +147.4% |
| 3Y | +66.4% | +53.7% | +12.7% | +15.8% |
| 5Y | +764.5% | +72.7% | +691.8% | +437.5% |
| 10Y | +358.5% | +363.2% | -4.6% | +66.2% |
| All | +330.8% | +722.1% | -391.3% | +27.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling