+56.8%
PBF vs DTE
+45.3%
+11.5%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.3% | +2.0% | +0.8% |
| 7D | +2.3% | -2.0% | +4.3% | +2.3% |
| 30D | +11.6% | -2.4% | +14.0% | +11.6% |
| 3M | +81.7% | -7.3% | +89.0% | +81.6% |
| 6M | +96.4% | -7.6% | +104.1% | +95.9% |
| YTD | +189.5% | +5.8% | +183.7% | +183.0% |
| 1Y | +180.7% | +2.3% | +178.4% | +175.4% |
| All | +56.8% | +45.3% | +11.5% | +45.2% |
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