+341.8%
PBF vs DTE
+137.8%
+204.0%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.3% | +2.9% | +2.5% |
| 7D | +5.3% | -2.6% | +7.9% | +7.3% |
| 30D | +11.7% | -4.4% | +16.1% | +15.4% |
| 3M | +91.1% | -8.3% | +99.4% | +102.0% |
| 6M | +88.4% | -8.1% | +96.5% | +96.4% |
| YTD | +194.1% | +4.4% | +189.6% | +176.7% |
| 1Y | +180.4% | +0.2% | +180.2% | +171.1% |
| 3Y | +59.3% | +42.6% | +16.7% | +8.9% |
| 5Y | +816.3% | +31.5% | +784.8% | +549.6% |
| All | +341.8% | +137.8% | +204.0% | +124.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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