+324.3%
DOCN vs PBF
+65.3%
+258.9%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.3% | +4.1% | +3.1% |
| 7D | +1.1% | +4.3% | -3.2% | +0.3% |
| 30D | -9.6% | +22.0% | -31.6% | -13.2% |
| 3M | -37.7% | +74.5% | -112.2% | -44.2% |
| 6M | +115.2% | +67.7% | +47.5% | +91.5% |
| YTD | +133.7% | +179.2% | -45.5% | +83.2% |
| 1Y | +250.2% | +170.0% | +80.2% | +173.0% |
| All | +324.3% | +65.3% | +258.9% | +216.9% |
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