+334.9%
PBF vs DVA
+187.5%
+147.4%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.9% | +1.7% | +1.0% |
| 7D | +2.3% | -0.2% | +2.5% | +2.3% |
| 30D | +11.6% | +1.7% | +9.9% | +10.8% |
| 3M | +81.7% | -8.7% | +90.4% | +86.1% |
| 6M | +96.4% | +19.7% | +76.8% | +79.6% |
| YTD | +189.5% | +59.6% | +129.9% | +134.5% |
| 1Y | +180.7% | +37.1% | +143.6% | +139.7% |
| 3Y | +56.6% | +89.8% | -33.1% | +11.9% |
| 5Y | +802.0% | +47.4% | +754.6% | +586.6% |
| All | +334.9% | +187.5% | +147.4% | +128.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 DVA 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