+103.1%
DOCN vs PBF
+472.4%
-369.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.5% | -4.6% | -4.2% |
| 7D | +19.1% | +6.5% | +12.6% | +18.0% |
| 30D | -21.0% | -20.0% | -1.0% | -18.3% |
| 3M | -34.7% | -3.3% | -31.4% | -34.9% |
| 6M | -45.8% | +76.8% | -122.6% | -51.0% |
| YTD | +79.4% | +168.9% | -89.6% | +48.2% |
| 1Y | +91.0% | +96.4% | -5.3% | +66.3% |
| 3Y | +237.5% | +77.2% | +160.2% | +180.7% |
| 5Y | -30.4% | +417.7% | -448.1% | -53.1% |
| All | +103.1% | +472.4% | -369.3% | +24.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PBF.
Daily Out/Under-Performance
Portfolio return minus PBF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBF 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 PBF 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