+54.0%
DOCN vs PBF
+94.2%
-40.2%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.7% | -7.4% | -6.4% | -13.1% |
| 7D | -19.2% | -13.8% | -5.4% | -18.2% |
| 30D | -43.1% | -19.6% | -23.4% | -42.2% |
| 3M | -40.7% | +10.3% | -51.0% | -41.3% |
| 6M | -55.0% | +63.4% | -118.4% | -55.5% |
| YTD | +50.6% | +152.6% | -102.0% | +44.3% |
| 1Y | +54.0% | +87.4% | -33.4% | +62.3% |
| All | +54.0% | +94.2% | -40.2% | +62.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling