+315.0%
PBF vs DVA
+225.0%
+90.0%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.2% | +0.4% |
| 7D | +6.5% | -8.8% | +15.2% | +9.6% |
| 30D | -20.0% | -3.4% | -16.6% | -19.6% |
| 3M | -3.3% | -2.6% | -0.8% | -3.7% |
| 6M | +76.8% | -11.9% | +88.7% | +81.0% |
| YTD | +168.9% | +53.6% | +115.3% | +115.5% |
| 1Y | +96.4% | +41.9% | +54.5% | +62.4% |
| 3Y | +77.2% | +97.5% | -20.3% | +22.2% |
| 5Y | +417.7% | +65.0% | +352.8% | +255.5% |
| 10Y | +264.7% | +193.2% | +71.5% | +80.2% |
| All | +315.0% | +225.0% | +90.0% | +104.1% |
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