+330.8%
PBF vs DVA
+242.5%
+88.3%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.3% | -2.6% | -1.8% |
| 7D | +4.3% | +1.8% | +2.5% | +3.6% |
| 30D | +22.0% | -2.5% | +24.5% | +22.8% |
| 3M | +74.5% | -4.3% | +78.8% | +76.0% |
| 6M | +67.7% | +18.9% | +48.8% | +52.7% |
| YTD | +179.2% | +61.9% | +117.2% | +122.4% |
| 1Y | +170.0% | +35.7% | +134.3% | +129.7% |
| 3Y | +66.4% | +78.6% | -12.3% | +19.9% |
| 5Y | +764.5% | +39.2% | +725.3% | +567.0% |
| 10Y | +358.5% | +184.0% | +174.5% | +134.8% |
| All | +330.8% | +242.5% | +88.3% | +110.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling