+344.9%
PBF vs DTE
+319.5%
+25.4%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.9% | +2.4% | +2.7% |
| 7D | +2.4% | +0.9% | +1.5% | +1.8% |
| 30D | +24.9% | -1.9% | +26.7% | +26.3% |
| 3M | +81.9% | -3.3% | +85.2% | +84.5% |
| 6M | +79.4% | -7.1% | +86.5% | +85.4% |
| YTD | +188.3% | +8.1% | +180.2% | +166.9% |
| 1Y | +177.3% | +5.3% | +172.0% | +160.3% |
| 3Y | +56.0% | +48.2% | +7.8% | +8.6% |
| 5Y | +804.0% | +33.2% | +770.8% | +567.4% |
| 10Y | +334.1% | +137.5% | +196.6% | +126.9% |
| All | +344.9% | +319.5% | +25.4% | +68.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling