+203.9%
DOCN vs PBF
+59.0%
+144.9%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.6% | +4.1% | +2.8% |
| 7D | -19.2% | -13.8% | -5.4% | -16.9% |
| 30D | -43.1% | -19.6% | -23.4% | -41.0% |
| 3M | -40.7% | +10.3% | -51.0% | -42.5% |
| 6M | -55.0% | +63.4% | -118.4% | -59.6% |
| YTD | +50.6% | +152.6% | -102.0% | +19.1% |
| 1Y | +54.0% | +87.4% | -33.4% | +31.2% |
| 3Y | +203.9% | +63.3% | +140.6% | +125.5% |
| All | +203.9% | +59.0% | +144.9% | +125.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling