+77.2%
PBF vs DTE
+57.1%
+20.1%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.1% | +0.4% |
| 7D | +6.5% | +3.4% | +3.0% | +6.3% |
| 30D | -20.0% | +8.9% | -28.9% | -20.3% |
| 3M | -3.3% | +1.1% | -4.4% | -3.5% |
| 6M | +76.8% | +0.1% | +76.7% | +75.7% |
| YTD | +168.9% | +11.1% | +157.9% | +161.3% |
| 1Y | +96.4% | +4.9% | +91.4% | +92.6% |
| 3Y | +77.2% | +58.6% | +18.6% | +50.0% |
| All | +77.2% | +57.1% | +20.1% | +50.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling